Abstract
In this article, we establish the local and global exponential convergence of a primal-dual dynamics (PDD) for solving equality-constrained optimization problems without strong convexity and full row rank assumption on the equality constraint matrix. Under the metric subregularity of Karush-Kuhn-Tucker (KKT) mapping, we prove the local exponential convergence of the dynamics. Moreover, we establish the global exponential convergence of the dynamics in an invariant subspace under a technically designed condition which is weaker than strong convexity. As an application, the obtained theoretical results are used to show the exponential convergence of several existing state-of-the-art primal-dual algorithms for solving distributed optimization without strong convexity. Finally, we provide some experiments to demonstrate the effectiveness of our results.
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More From: IEEE transactions on neural networks and learning systems
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