A novel switched systems approach to nonconvex optimisation

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Authors: Joel Ferguson, Saeed Ahmed, Juan E. Machado, Michele Cucuzzella, Jacquelien M. A. Scherpen
Cited by: 0

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