A passivity-based method for accelerated convex optimisation

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dc.contributor.authorCho, Namhoon
dc.contributor.authorShin, Hyo-Sang
dc.date.accessioned2025-03-05T15:29:53Z
dc.date.available2025-03-05T15:29:53Z
dc.date.freetoread2025-03-05
dc.date.issued2024-12-16
dc.date.pubOnline2025-02-26
dc.description.abstractThis study presents a constructive methodology for designing accelerated convex optimisation algorithms in continuous-time domain. The two key enablers are the classical concept of passivity in control theory and the time-dependent change of variables that maps the output of the internal dynamic system to the optimisation variables. The Lyapunov function associated with the optimisation dynamics is obtained as a natural consequence of specifying the internal dynamics that drives the state evolution as a passive linear time-invariant system. The passivity-based methodology provides a general framework that has the flexibility to generate convex optimisation algorithms with the guarantee of different convergence rate bounds on the objective function value. The same principle applies to the design of online parameter update algorithms for adaptive control by re-defining the output of internal dynamics to allow for the feedback interconnection with tracking error dynamics.
dc.description.conferencename2024 IEEE 63rd Conference on Decision and Control (CDC)
dc.format.extentpp. 5503-5508
dc.identifier.citationCho N, Shin H-S. (2024) A passivity-based method for accelerated convex optimisation. In: Proceeding of the 2024 IEEE 63rd Conference on Decision and Control (CDC), 16 - 19 Dec 2024, Milan, Italy, pp. 5503-5508
dc.identifier.eisbn979-8-3503-1633-9
dc.identifier.eissn2576-2370
dc.identifier.elementsID565660
dc.identifier.urihttps://doi.org/10.1109/cdc56724.2024.10886267
dc.identifier.urihttps://dspace.lib.cranfield.ac.uk/handle/1826/23575
dc.language.isoen
dc.publisherIEEE
dc.publisher.urihttps://ieeexplore.ieee.org/document/10886267
dc.rightsAttribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subject4901 Applied Mathematics
dc.subject49 Mathematical Sciences
dc.subject4007 Control Engineering, Mechatronics and Robotics
dc.subject40 Engineering
dc.subjectSystematics
dc.subjectHeuristic algorithms
dc.subjectOrdinary differential equations
dc.subjectLinear programming
dc.subjectGenerators
dc.subjectMathematical models
dc.subjectControl theory
dc.subjectOptimization
dc.subjectConvergence
dc.subjectLyapunov methods
dc.titleA passivity-based method for accelerated convex optimisation
dc.typeConference paper
dcterms.coverageMilan, Italy
dcterms.dateAccepted2025-07-24
dcterms.temporal.endDate19 Dec 2024
dcterms.temporal.startDate16 Dec 2024

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