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SPPID: Saddle-Point PID for Constrained Optimization

Centorrino, Veronica et al.
arXiv (All) · Papers
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optimization-and-controlsystems-and-control
This paper studies constrained optimization problems through the lens of feedback control. Building on the interpretation of Lagrange multipliers as feedback controllers, we propose the \emph{saddle-point PID (SPPID) dynamics}: a unified proportional--integral--derivative (PID) framework for continu
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