A PID feedback law on dual variables induces a unified family of saddle-point flows for constrained optimization, with explicit global exponential convergence guarantees under convexity and affine constraints.
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A Unified Control-Theoretic Framework for Saddle-Point Dynamics in Constrained Optimization
A PID feedback law on dual variables induces a unified family of saddle-point flows for constrained optimization, with explicit global exponential convergence guarantees under convexity and affine constraints.