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dc.contributor.authorNguyen, Hung D.
dc.contributor.authorVu, Thanh Long
dc.contributor.authorTuritsyn, Konstantin
dc.contributor.authorSlotine, Jean-Jacques E
dc.date.accessioned2020-11-16T22:39:51Z
dc.date.available2020-11-16T22:39:51Z
dc.date.issued2018-10
dc.identifier.issn2475-1456
dc.identifier.urihttps://hdl.handle.net/1721.1/128498
dc.description.abstractThe Primal-dual (PD) algorithm is widely used in convex optimization to determine saddle points. While the stability of the PD algorithm can be easily guaranteed, strict contraction is nontrivial to establish in most cases. This letter focuses on continuous, possibly non-autonomous PD dynamics arising in a network context, in distributed optimization, or in systems with multiple time-scales. We show that the PD algorithm is indeed strictly contracting in specific metrics and analyze its robustness establishing stability and performance guarantees for different approximate PD systems. We derive estimates for the performance of multiple time-scale multi-layer optimization systems, and illustrate our results on a PD representation of the Automatic Generation Control of power systems.en_US
dc.description.sponsorshipNSF (Awards 1554171 and 1550015)en_US
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en_US
dc.relation.isversionofhttp://dx.doi.org/10.1109/lcsys.2018.2847408en_US
dc.rightsCreative Commons Attribution-Noncommercial-Share Alikeen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/en_US
dc.sourcearXiven_US
dc.titleContraction and Robustness of Continuous Time Primal-Dual Dynamicsen_US
dc.typeArticleen_US
dc.identifier.citationNguyen, Hung D. et al. “Contraction and Robustness of Continuous Time Primal-Dual Dynamics.” IEEE Control Systems Letters 2, 4 (October 2018): 755–760. © 2017 IEEEen_US
dc.contributor.departmentMassachusetts Institute of Technology. Department of Mechanical Engineeringen_US
dc.relation.journalIEEE Control Systems Lettersen_US
dc.eprint.versionAuthor's final manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/PeerRevieweden_US
dc.date.updated2019-01-03T15:02:29Z
dspace.orderedauthorsNguyen, Hung D.; Vu, Thanh Long; Turitsyn, Konstantin; Slotine, Jean-Jacquesen_US
dspace.embargo.termsNen_US
dspace.date.submission2019-04-04T14:43:09Z
mit.journal.volume2en_US
mit.journal.issue4en_US
mit.licenseOPEN_ACCESS_POLICYen_US
mit.metadata.statusComplete


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