41 research outputs found
Alternatives with stronger convergence than coordinate-descent iterative LMI algorithms
In this note we aim at putting more emphasis on the fact that trying to solve
non-convex optimization problems with coordinate-descent iterative linear
matrix inequality algorithms leads to suboptimal solutions, and put forward
other optimization methods better equipped to deal with such problems (having
theoretical convergence guarantees and/or being more efficient in practice).
This fact, already outlined at several places in the literature, still appears
to be disregarded by a sizable part of the systems and control community. Thus,
main elements on this issue and better optimization alternatives are presented
and illustrated by means of an example.Comment: 3 pages. Main experimental results reproducible from files available
on http://www.mathworks.com/matlabcentral/fileexchange/33219 This work has
been submitted to the IEEE for possible publication. Copyright may be
transferred without notice, after which this version may no longer be
accessibl
Encoding inductive invariants as barrier certificates: synthesis via difference-of-convex programming
A barrier certificate often serves as an inductive invariant that isolates an
unsafe region from the reachable set of states, and hence is widely used in
proving safety of hybrid systems possibly over an infinite time horizon. We
present a novel condition on barrier certificates, termed the invariant
barrier-certificate condition, that witnesses unbounded-time safety of
differential dynamical systems. The proposed condition is the weakest possible
one to attain inductive invariance. We show that discharging the invariant
barrier-certificate condition -- thereby synthesizing invariant barrier
certificates -- can be encoded as solving an optimization problem subject to
bilinear matrix inequalities (BMIs). We further propose a synthesis algorithm
based on difference-of-convex programming, which approaches a local optimum of
the BMI problem via solving a series of convex optimization problems. This
algorithm is incorporated in a branch-and-bound framework that searches for the
global optimum in a divide-and-conquer fashion. We present a weak completeness
result of our method, namely, a barrier certificate is guaranteed to be found
(under some mild assumptions) whenever there exists an inductive invariant (in
the form of a given template) that suffices to certify safety of the system.
Experimental results on benchmarks demonstrate the effectiveness and efficiency
of our approach.Comment: To be published in Inf. Comput. arXiv admin note: substantial text
overlap with arXiv:2105.1431
A Data-driven Approach to Robust Control of Multivariable Systems by Convex Optimization
The frequency-domain data of a multivariable system in different operating
points is used to design a robust controller with respect to the measurement
noise and multimodel uncertainty. The controller is fully parametrized in terms
of matrix polynomial functions and can be formulated as a centralized,
decentralized or distributed controller. All standard performance
specifications like , and loop shaping are considered in a
unified framework for continuous- and discrete-time systems. The control
problem is formulated as a convex-concave optimization problem and then
convexified by linearization of the concave part around an initial controller.
The performance criterion converges monotonically to a local optimal solution
in an iterative algorithm. The effectiveness of the method is compared with
fixed-structure controllers using non-smooth optimization and with full-order
optimal controllers via simulation examples. Finally, the experimental data of
a gyroscope is used to design a data-driven controller that is successfully
applied on the real system