학술논문

Fixed-Time Stable Proximal Dynamical System for Solving MVIPs
Document Type
Periodical
Source
IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 68(8):5029-5036 Aug, 2023
Subject
Signal Processing and Analysis
Dynamical systems
Convex functions
Convergence
Stability criteria
Asymptotic stability
Optimization
Trajectory
Discretization
fixed-time stability
mixed variational inequality problem (MVIP)
proximal dynamical system
Language
ISSN
0018-9286
1558-2523
2334-3303
Abstract
In this article, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all initial conditions. Under the assumptions of strong monotonicity and Lipschitz continuity, it is shown that a solution of the modified proximal dynamical system exists, is uniquely determined, and converges to the unique solution of the associated MVIP within a fixed time. Furthermore, the fixed-time stability of the modified projected dynamical system continues to hold, even if the assumption of strong monotonicity is relaxed to that of strong pseudomonotonicity. Finally, it is shown that the solution obtained using the forward-Euler discretization of the proposed modified proximal dynamical system converges to an arbitrarily small neighborhood of the solution of the associated MVIP within a fixed number of time steps, independent of the initial conditions.