Jorge Cortés
Professor
Cymer Corporation Endowed Chair
Integral input-to-state stable saddle-point dynamics for
distributed linear programming
D. Richert, J. Cortés
Proceedings of the IEEE Conference on Decision and
Control, Florence, Italy, 2013, pp. 7480-7485
Abstract
This paper studies the robustness properties of a class of
saddle-point dynamics for linear programming. This dynamics is
distributed over a network in which every node controls one
component of the optimization variable. In this multi-agent
setting, communication noise, computation errors, and mismatches in
the agents' knowledge about the problem data all enter into the
dynamics as unmodeled disturbances.~We show that the saddle-point
dynamics is integral input-to-state stable and hence robust to
disturbances of finite energy. This result also allows us to
establish the robustness of the dynamics when the communication
graph is recurrently connected because of link failures. Several
simulations illustrate our results.
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Mechanical and Aerospace Engineering,
University of California, San Diego
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cortes at ucsd.edu
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