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Optimisation and asymptotic stability.

Authors :
Polyak, B. T.
Shcherbakov, P. S.
Source :
International Journal of Control; Nov2018, Vol. 91 Issue 11, p2404-2410, 7p
Publication Year :
2018

Abstract

The problems of unconstrained optimisation and establishing asymptotic stability have much in common. Understanding the analogy between these two sheds light on their interconnection and may lead to a number of new results. For instance, in this paper, we provide estimates of the rate of convergence when analysing asymptotic stability of differential equations, rather than just ascertain the very fact of stability. Also, standard methods for the design of Lyapunov functions (e.g. those having the meaning of the full energy of the system) turn out to be unsatisfactory from this point of view and have to be modified. These claims are exemplified in the paper by considering the heavy-ball method for function minimisation ‘in parallel’ with the problem of asymptotic stability for the synchronous motor equation. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00207179
Volume :
91
Issue :
11
Database :
Complementary Index
Journal :
International Journal of Control
Publication Type :
Academic Journal
Accession number :
132498159
Full Text :
https://doi.org/10.1080/00207179.2016.1257154