Timed Recovery Safe Gradient Flows for Constrained Nonlinear Programming
Abstract
This paper studies how to relax pointwise feasibility in continuous-time dynamics for inequality-constrained nonlinear programming while retaining a quantitative feasible-recovery guarantee. Existing safe gradient flows enforce forward invariance of the feasible set, which yields an anytime-feasible dynamics but can be overly restrictive for optimization because it suppresses transient infeasible motion that may be essential for effective descent. To address this limitation, we propose a timed recovery safe gradient flow that replaces pointwise feasibility with fixed-horizon feasible recovery. The proposed construction augments the state with a timer that records the elapsed infeasible duration and computes a minimum-norm correction to the nominal gradient flow through a pointwise convex quadratic program. We show that the resulting augmented safe set is forward invariant and that every trajectory initialized from the feasible set returns to it within every time window of length τ. We further show that, in a strict interior inactive regime, the closed-loop dynamics reduces exactly to the nominal gradient flow and recovers the corresponding local convergence behavior. Numerical examples illustrate how the recovery horizon shapes the closed-loop behavior and corroborate the theoretical analysis.
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BibTeX
@misc{luo2026timed,
title = {{Timed Recovery Safe Gradient Flows for Constrained Nonlinear Programming}},
author = {Tianxi Luo and Yue Wu and Fei Chen and Hongsheng Qi},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.32089},
eprint = {2610.32089},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.32089},
}
RIS
TY - UNPB
TI - Timed Recovery Safe Gradient Flows for Constrained Nonlinear Programming
AU - Tianxi Luo
AU - Yue Wu
AU - Fei Chen
AU - Hongsheng Qi
PY - 2026
DA - 2026/10/23
PB - arXiv
DO - 10.48550/arxiv.2610.32089
UR - https://arxiv.org/abs/2610.32089
AB - This paper studies how to relax pointwise feasibility in continuous-time dynamics for inequality-constrained nonlinear programming while retaining a quantitative feasible-recovery guarantee. Existing safe gradient flows enforce forward invariance of the feasible set, which yields an anytime-feasible dynamics but can be overly restrictive for optimization because it suppresses transient infeasible motion that may be essential for effective descent. To address this limitation, we propose a timed recovery safe gradient flow that replaces pointwise feasibility with fixed-horizon feasible recovery. The proposed construction augments the state with a timer that records the elapsed infeasible duration and computes a minimum-norm correction to the nominal gradient flow through a pointwise convex quadratic program. We show that the resulting augmented safe set is forward invariant and that every trajectory initialized from the feasible set returns to it within every time window of length τ. We further show that, in a strict interior inactive regime, the closed-loop dynamics reduces exactly to the nominal gradient flow and recovers the corresponding local convergence behavior. Numerical examples illustrate how the recovery horizon shapes the closed-loop behavior and corroborate the theoretical analysis.
ER -