2 research outputs found
Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers
We design sparse and block sparse feedback gains that minimize the variance
amplification (i.e., the norm) of distributed systems. Our approach
consists of two steps. First, we identify sparsity patterns of feedback gains
by incorporating sparsity-promoting penalty functions into the optimal control
problem, where the added terms penalize the number of communication links in
the distributed controller. Second, we optimize feedback gains subject to
structural constraints determined by the identified sparsity patterns. In the
first step, the sparsity structure of feedback gains is identified using the
alternating direction method of multipliers, which is a powerful algorithm
well-suited to large optimization problems. This method alternates between
promoting the sparsity of the controller and optimizing the closed-loop
performance, which allows us to exploit the structure of the corresponding
objective functions. In particular, we take advantage of the separability of
the sparsity-promoting penalty functions to decompose the minimization problem
into sub-problems that can be solved analytically. Several examples are
provided to illustrate the effectiveness of the developed approach.Comment: To appear in IEEE Trans. Automat. Contro