On second-order cone positive systems

Internal positivity offers a computationally cheap certificate for external (input-output) positivity of a linear time-invariant system. However, the drawback with this certificate lies in its realization dependency. Firstly, computing such a realization requires to find a polyhedral cone with a potentially high number of extremal generators that lifts the dimension of the state-space representation, significantly. Secondly, not all externally positive systems posses an internally positive realization. Thirdly, in many typical applications such as controller design, system identification and model order reduction, internal positivity is not preserved. To overcome these drawbacks, we present a tractable sufficient certificate of external positivity based on second-order cones. This certificate does not require any special state-space realization: if it succeeds with a possibly non-minimal realization, then it will do so with any minimal realization. While there exist systems where this certificate is also necessary, we also demonstrate how to construct systems, where both second-order and polyhedral cones as well as other certificates fail. Nonetheless, in contrast to other realization independent certificates, the present one appears to be favourable in terms of applicability and conservatism. Three applications are representatively discussed to underline its potential. We show how the certificate can be used to find externally positive approximations of nearly externally positive systems and demonstrated that this may help to reduce system identification errors. The same algorithm is used then to design state-feedback controllers that provide closed-loop external positivity, a common approach to avoid over- and undershooting of the step response. Lastly, we present modifications to generalized balanced truncation such that external positivity is preserved where our certificate applies

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more