A novel switched systems approach to nonconvex optimisation
Abstract
We develop a novel switching dynamics that converges to the Karush-Kuhn-Tucker (KKT) point of a nonlinear optimisation problem. This new approach is particularly notable for its lower dimensionality compared to conventional primal-dual dynamics, as it focuses exclusively on estimating the primal variable. Our method is successfully illustrated on general quadratic optimisation problems, the minimisation of the classical Rosenbrock function, and a nonconvex optimisation problem stemming from the control of energy-efficient buildings.
Fields of Study & Subjects
Stability and Control of Uncertain Systems
Advanced Control Systems Optimization
Advanced Optimization Algorithms Research
Publication details
- Journal / source
- IEEE Transactions on Automatic Control
- Pages
- 1–16
- Publication date
- 1 January 2026
- Language
- EN