1. A novel switched systems approach to nonconvex optimisation
- Author
-
Ferguson, Joel, Ahmed, Saeed, Machado, Juan E., Cucuzzella, Michele, and Scherpen, Jacquelien M. A.
- Subjects
Mathematics - Optimization and Control ,Electrical Engineering and Systems Science - Systems and Control - Abstract
We develop a novel switching dynamics that converges to the Karush-Kuhn-Tucker (KKT) point of a nonlinear optimisation problem. This new approach is particularly notable for its lower dimensionality compared to conventional primal-dual dynamics, as it focuses exclusively on estimating the primal variable. Our method is successfully illustrated on general quadratic optimisation problems, the minimisation of the classical Rosenbrock function, and a nonconvex optimisation problem stemming from the control of energy-efficient buildings.
- Published
- 2024