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arXiv · 2411.01826

An online optimization algorithm for tracking a linearly varying optimal point with zero steady-state error

Alex Xinting Wu·Ian R. Petersen·Valery Ugrinovskii·Iman Shames
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Abstract

In this paper, we develop an online optimization algorithm for solving a class of nonconvex optimization problems with a linearly varying optimal point. The global convergence of the algorithm is guaranteed using the circle criterion for the class of functions whose gradient is bounded within a sector. Also, we show that the corresponding Lur\'e-type nonlinear system involves a double integrator, which demonstrates its ability to track a linearly varying optimal point with zero steady-state error. The algorithm is applied to solving a time-of-arrival based localization problem with constant velocity and the results show that the algorithm is able to estimate the source location with zero steady-state error.

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Alex Xinting Wu, Ian R. Petersen, Valery Ugrinovskii, Iman Shames. 2024-11-04. An online optimization algorithm for tracking a linearly varying optimal point with zero steady-state error. https://arxiv.org/abs/2411.01826

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