论文标题

马鞍流动动力学:可观察的证书和可分离的正则化

Saddle Flow Dynamics: Observable Certificates and Separable Regularization

论文作者

You, Pengcheng, Mallada, Enrique

论文摘要

本文提出了一个植根于可观察性的证书,即凸孔函数的马鞍流动动力学渐近收敛到鞍点。该可观察的证书直接弥合了LaSalle参数中不变集和平衡设置之间的差距,并概括了常规条件,例如严格的凸率 - concavity和近端正则化。我们进一步建立该证书,提出了一种可分离的正规化方法,用于鞍流动动力学,该方法对凸率造成的需求最少,但仍然可以保证渐近收敛到鞍点。我们的结果概括为通过对向量字段的预测进行预测,并立即应用作为线性程序的分布式解决方案。

This paper proposes a certificate, rooted in observability, for asymptotic convergence of saddle flow dynamics of convex-concave functions to a saddle point. This observable certificate directly bridges the gap between the invariant set and the equilibrium set in a LaSalle argument, and generalizes conventional conditions such as strict convexity-concavity and proximal regularization. We further build upon this certificate to propose a separable regularization method for saddle flow dynamics that makes minimal requirements on convexity-concavity and yet still guarantees asymptotic convergence to a saddle point. Our results generalize to saddle flow dynamics with projections on the vector field and have an immediate application as a distributed solution to linear programs.

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