Feedback control of Lagrange multipliers for non-smooth constrained optimization
Fuente:
arXiv
Salvato in:
| Autori principali: | , , , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2026
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866913082291257344 |
|---|---|
| author | Cerone, V. Fosson, S. M. Pirrera, S. Re, A. Regruto, D. |
| author_facet | Cerone, V. Fosson, S. M. Pirrera, S. Re, A. Regruto, D. |
| contents | In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a plant whose equilibria correspond to the stationary points of the optimization problem. Within this framework, we propose two control strategies - a static controller and a dynamic controller - leading to two novel optimization algorithms. We provide a theoretical analysis, establishing global exponential convergence under strong convexity assumptions. Finally, we demonstrate the effectiveness of the proposed methods through numerical experiments, benchmarking their performance against state-of-the-art approaches. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_06511 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Feedback control of Lagrange multipliers for non-smooth constrained optimization Cerone, V. Fosson, S. M. Pirrera, S. Re, A. Regruto, D. Optimization and Control Systems and Control In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a plant whose equilibria correspond to the stationary points of the optimization problem. Within this framework, we propose two control strategies - a static controller and a dynamic controller - leading to two novel optimization algorithms. We provide a theoretical analysis, establishing global exponential convergence under strong convexity assumptions. Finally, we demonstrate the effectiveness of the proposed methods through numerical experiments, benchmarking their performance against state-of-the-art approaches. |
| title | Feedback control of Lagrange multipliers for non-smooth constrained optimization |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2604.06511 |