Continuous-time projected dynamical systems are an elementary class of discontinuous dynamical systems with trajectories that remain in a feasible domain by means of projecting outward-pointing vector fields. They are essential when modeling physical saturation, constraints of motion, as well as studying projection-based numerical optimization algorithms. Motivated by the emerging application of feedback-based continuous-time optimization schemes that rely on the physical system to enforce nonlinear hard constraints, we study the fundamental properties of these dynamics on general locally-Euclidean sets. Among others, we propose the use of Krasovskii solutions, show their existence on nonconvex, irregular subsets of low-regularity Riemannian manifolds, and investigate how they relate to conventional Carath 'eodory solutions. Furthermore, we establish conditions for uniqueness, thereby introducing a generalized definition of prox-regularity which is suitable for non-flat domains. Finally, we use these results to study the stability and convergence of projected gradient flows as an illustrative application of our framework. We provide simple counter-examples for our main results to illustrate the necessity of our already weak assumptions.
Assuming that @math is the gradient field of a potential function and @math is Clarke regular, we can show that the connection between projected gradients and subgradients which is well-known for convex functions (and lesser known for regular functions @cite_45 @cite_29 ) generalizes to a variable metric. For this, recall that @math where @math is open and @math is if its epigraph @math is Clarke regular.
@cite_29 @cite_45
2048723778 1960239420
This article has presented an introductory tutorial on discontinuous dynamical systems. Various examples illustrate the pertinence of the continuity and Lipschitzness properties that guarantee the existence and uniqueness of classical solutions to ordinary differential equations. The lack of these properties in examples drawn from various disciplines motivates the need for more general notions than the classical one. First, we introduced notions of solution for discontinuous systems. Second, we reviewed the available tools from non- smooth analysis to study the gradient information of candidate Lyapunov functions. And, third, we presented nonsmooth stability tools to characterize the asymptotic behavior of solutions. Proximal Calculus in Hilbert Space.- Generalized Gradients in Banach Space.- Special Topics.- A Short Course in Control Theory.