Global Convergence of Control-Based Lagrangian Flows for Non-Convex Optimization

Abstract

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization controllers, which have recently been proposed as alternatives to primal-dual gradient methods. Unlike global convergence results for these dynamics, which rely on strong convexity of the objective function or boundedness assumptions, we exploit the geometric structure induced by the constraints. Specifically, we show global exponential convergence for non-convex problems that satisfy a suitable convexity property when restricted to the constraint manifold.