1,557 research outputs found
Convex computation of the region of attraction of polynomial control systems
We address the long-standing problem of computing the region of attraction
(ROA) of a target set (e.g., a neighborhood of an equilibrium point) of a
controlled nonlinear system with polynomial dynamics and semialgebraic state
and input constraints. We show that the ROA can be computed by solving an
infinite-dimensional convex linear programming (LP) problem over the space of
measures. In turn, this problem can be solved approximately via a classical
converging hierarchy of convex finite-dimensional linear matrix inequalities
(LMIs). Our approach is genuinely primal in the sense that convexity of the
problem of computing the ROA is an outcome of optimizing directly over system
trajectories. The dual infinite-dimensional LP on nonnegative continuous
functions (approximated by polynomial sum-of-squares) allows us to generate a
hierarchy of semialgebraic outer approximations of the ROA at the price of
solving a sequence of LMI problems with asymptotically vanishing conservatism.
This sharply contrasts with the existing literature which follows an
exclusively dual Lyapunov approach yielding either nonconvex bilinear matrix
inequalities or conservative LMI conditions. The approach is simple and readily
applicable as the outer approximations are the outcome of a single semidefinite
program with no additional data required besides the problem description
Computational Approaches to Lattice Packing and Covering Problems
We describe algorithms which address two classical problems in lattice
geometry: the lattice covering and the simultaneous lattice packing-covering
problem. Theoretically our algorithms solve the two problems in any fixed
dimension d in the sense that they approximate optimal covering lattices and
optimal packing-covering lattices within any desired accuracy. Both algorithms
involve semidefinite programming and are based on Voronoi's reduction theory
for positive definite quadratic forms, which describes all possible Delone
triangulations of Z^d.
In practice, our implementations reproduce known results in dimensions d <= 5
and in particular solve the two problems in these dimensions. For d = 6 our
computations produce new best known covering as well as packing-covering
lattices, which are closely related to the lattice (E6)*. For d = 7, 8 our
approach leads to new best known covering lattices. Although we use numerical
methods, we made some effort to transform numerical evidences into rigorous
proofs. We provide rigorous error bounds and prove that some of the new
lattices are locally optimal.Comment: (v3) 40 pages, 5 figures, 6 tables, some corrections, accepted in
Discrete and Computational Geometry, see also
http://fma2.math.uni-magdeburg.de/~latgeo
Fitting Tractable Convex Sets to Support Function Evaluations
The geometric problem of estimating an unknown compact convex set from
evaluations of its support function arises in a range of scientific and
engineering applications. Traditional approaches typically rely on estimators
that minimize the error over all possible compact convex sets; in particular,
these methods do not allow for the incorporation of prior structural
information about the underlying set and the resulting estimates become
increasingly more complicated to describe as the number of measurements
available grows. We address both of these shortcomings by describing a
framework for estimating tractably specified convex sets from support function
evaluations. Building on the literature in convex optimization, our approach is
based on estimators that minimize the error over structured families of convex
sets that are specified as linear images of concisely described sets -- such as
the simplex or the spectraplex -- in a higher-dimensional space that is not
much larger than the ambient space. Convex sets parametrized in this manner are
significant from a computational perspective as one can optimize linear
functionals over such sets efficiently; they serve a different purpose in the
inferential context of the present paper, namely, that of incorporating
regularization in the reconstruction while still offering considerable
expressive power. We provide a geometric characterization of the asymptotic
behavior of our estimators, and our analysis relies on the property that
certain sets which admit semialgebraic descriptions are Vapnik-Chervonenkis
(VC) classes. Our numerical experiments highlight the utility of our framework
over previous approaches in settings in which the measurements available are
noisy or small in number as well as those in which the underlying set to be
reconstructed is non-polyhedral.Comment: 35 pages, 80 figure
Projection methods in conic optimization
There exist efficient algorithms to project a point onto the intersection of
a convex cone and an affine subspace. Those conic projections are in turn the
work-horse of a range of algorithms in conic optimization, having a variety of
applications in science, finance and engineering. This chapter reviews some of
these algorithms, emphasizing the so-called regularization algorithms for
linear conic optimization, and applications in polynomial optimization. This is
a presentation of the material of several recent research articles; we aim here
at clarifying the ideas, presenting them in a general framework, and pointing
out important techniques
Asymptotology of Chemical Reaction Networks
The concept of the limiting step is extended to the asymptotology of
multiscale reaction networks. Complete theory for linear networks with well
separated reaction rate constants is developed. We present algorithms for
explicit approximations of eigenvalues and eigenvectors of kinetic matrix.
Accuracy of estimates is proven. Performance of the algorithms is demonstrated
on simple examples. Application of algorithms to nonlinear systems is
discussed.Comment: 23 pages, 8 figures, 84 refs, Corrected Journal Versio
Geometric Properties of Isostables and Basins of Attraction of Monotone Systems
In this paper, we study geometric properties of basins of attraction of
monotone systems. Our results are based on a combination of monotone systems
theory and spectral operator theory. We exploit the framework of the Koopman
operator, which provides a linear infinite-dimensional description of nonlinear
dynamical systems and spectral operator-theoretic notions such as eigenvalues
and eigenfunctions. The sublevel sets of the dominant eigenfunction form a
family of nested forward-invariant sets and the basin of attraction is the
largest of these sets. The boundaries of these sets, called isostables, allow
studying temporal properties of the system. Our first observation is that the
dominant eigenfunction is increasing in every variable in the case of monotone
systems. This is a strong geometric property which simplifies the computation
of isostables. We also show how variations in basins of attraction can be
bounded under parametric uncertainty in the vector field of monotone systems.
Finally, we study the properties of the parameter set for which a monotone
system is multistable. Our results are illustrated on several systems of two to
four dimensions.Comment: 12 pages, to appear in IEEE Transaction on Automatic Contro
Conic Optimization Theory: Convexification Techniques and Numerical Algorithms
Optimization is at the core of control theory and appears in several areas of
this field, such as optimal control, distributed control, system
identification, robust control, state estimation, model predictive control and
dynamic programming. The recent advances in various topics of modern
optimization have also been revamping the area of machine learning. Motivated
by the crucial role of optimization theory in the design, analysis, control and
operation of real-world systems, this tutorial paper offers a detailed overview
of some major advances in this area, namely conic optimization and its emerging
applications. First, we discuss the importance of conic optimization in
different areas. Then, we explain seminal results on the design of hierarchies
of convex relaxations for a wide range of nonconvex problems. Finally, we study
different numerical algorithms for large-scale conic optimization problems.Comment: 18 page
- âŠ