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Trajectory Convergence from Coordinate-wise Decrease of General Energy Functions

Published 7 Mar 2022 in math.OC, cs.SY, eess.SY, and math.DS | (2203.03316v4)

Abstract: We consider arbitrary trajectories subject to a coordinate-wise energy decrease: the sign of the derivative of each entry is never the same as that of the corresponding entry of the gradient of some energy function. We show that this simple condition guarantees convergence to a point, to the minimum of the energy functions, or to a set where its Hessian has very specific properties. This extends and strengthens recent results that were restricted to convex quadratic energy functions. We demonstrate the application of our result by using it to prove the convergence of a class of multi-agent systems subject to multiple uncertainties.

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