On Weakly Contracting Dynamics for Convex Optimization

Abstract

We analyze the convergence behavior of globally weakly and locally strongly contracting dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence to the equilibrium is linear-exponential, in the sense that the distance between each solution and the equilibrium is upper bounded by a function that first decreases linearly and then exponentially. As we show, the linear-exponential dependency arises naturally in certain dynamics with saturations. Additionally, we provide a sufficient condition for local input-to-state stability. Finally, we illustrate our results on, and propose a conjecture for, continuous-time dynamical systems solving linear programs.