Fixed-Time Gradient Dynamics With Time-Varying Coefficients for Continuous-Time Optimization

In this article, we propose fixed-time gradient dynamics with time-varying coefficients for continuous-time optimization. We first investigate the Lyapunov stability conditions that allow us to achieve fixed-time stability of the time-varying dynamical systems. We then use them to deal with continuo...

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Veröffentlicht in:IEEE transactions on automatic control 2023-07, Vol.68 (7), p.4383-4390
Hauptverfasser: Nguyen, Lien T., Yu, Xinghuo, Eberhard, Andrew, Li, Chaojie
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creator Nguyen, Lien T.
Yu, Xinghuo
Eberhard, Andrew
Li, Chaojie
description In this article, we propose fixed-time gradient dynamics with time-varying coefficients for continuous-time optimization. We first investigate the Lyapunov stability conditions that allow us to achieve fixed-time stability of the time-varying dynamical systems. We then use them to deal with continuous-time optimization problems. We show that under the proposed fixed-time gradient dynamics and by choosing time-varying coefficients, the searching trajectories converge to their optima in fixed-time from any initial points with a very fast rate. Simulation results are given to show the effectiveness of the proposed fixed-time gradient dynamics with tunable time-varying coefficients for continuous-time optimization.
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subjects Asymptotic stability
Coefficients
Continuous-time optimization
Convergence
Dynamic stability
Dynamical systems
Dynamics
fixed-time convergence
gradient-based method
Lyapunov function
Lyapunov methods
Newton-like method
Numerical stability
Optimization
stability
Stability criteria
time-varying systems
title Fixed-Time Gradient Dynamics With Time-Varying Coefficients for Continuous-Time Optimization
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