165 research outputs found
Positive Definite Solutions of the Nonlinear Matrix Equation
This paper is concerned with the positive definite solutions to the matrix
equation where is the unknown and is
a given complex matrix. By introducing and studying a matrix operator on
complex matrices, it is shown that the existence of positive definite solutions
of this class of nonlinear matrix equations is equivalent to the existence of
positive definite solutions of the nonlinear matrix equation
which has been extensively studied in the
literature, where is a real matrix and is uniquely determined by It is
also shown that if the considered nonlinear matrix equation has a positive
definite solution, then it has the maximal and minimal solutions. Bounds of the
positive definite solutions are also established in terms of matrix .
Finally some sufficient conditions and necessary conditions for the existence
of positive definite solutions of the equations are also proposed
A Perturbation Scheme for Passivity Verification and Enforcement of Parameterized Macromodels
This paper presents an algorithm for checking and enforcing passivity of
behavioral reduced-order macromodels of LTI systems, whose frequency-domain
(scattering) responses depend on external parameters. Such models, which are
typically extracted from sampled input-output responses obtained from numerical
solution of first-principle physical models, usually expressed as Partial
Differential Equations, prove extremely useful in design flows, since they
allow optimization, what-if or sensitivity analyses, and design centering.
Starting from an implicit parameterization of both poles and residues of the
model, as resulting from well-known model identification schemes based on the
Generalized Sanathanan-Koerner iteration, we construct a parameter-dependent
Skew-Hamiltonian/Hamiltonian matrix pencil. The iterative extraction of purely
imaginary eigenvalues ot fhe pencil, combined with an adaptive sampling scheme
in the parameter space, is able to identify all regions in the
frequency-parameter plane where local passivity violations occur. Then, a
singular value perturbation scheme is setup to iteratively correct the model
coefficients, until all local passivity violations are eliminated. The final
result is a corrected model, which is uniformly passive throughout the
parameter range. Several numerical examples denomstrate the effectiveness of
the proposed approach.Comment: Submitted to the IEEE Transactions on Components, Packaging and
Manufacturing Technology on 13-Apr-201
Matrix Polynomials and their Lower Rank Approximations
This thesis is a wide ranging work on computing a “lower-rank” approximation of a matrix polynomial using second-order non-linear optimization techniques. Two notions of rank are investigated. The first is the rank as the number of linearly independent rows or columns, which is the classical definition. The other notion considered is the lowest rank of a matrix polynomial when evaluated at a complex number, or the McCoy rank. Together, these two notions of rank allow one to compute a nearby matrix polynomial where the structure of both the left and right kernels is prescribed, along with the structure of both the infinite and finite eigenvalues. The computational theory of the calculus of matrix polynomial valued functions is developed and used in optimization algorithms based on second-order approximations. Special functions studied with a detailed error analysis are the determinant and adjoint of matrix polynomials.
The unstructured and structured variants of matrix polynomials are studied in a very general setting in the context of an equality constrained optimization problem. The most general instances of these optimization problems are NP hard to approximate solutions to in a global setting. In most instances we are able to prove that solutions to our optimization problems exist (possibly at infinity) and discuss techniques in conjunction with an implementation to compute local minimizers to the problem.
Most of the analysis of these problems is local and done through the Karush-Kuhn-Tucker optimality conditions for constrained optimization problems. We show that most formulations of the problems studied satisfy regularity conditions and admit Lagrange multipliers. Furthermore, we show that under some formulations that the second-order sufficient condition holds for instances of interest of the optimization problems in question. When Lagrange multipliers do not exist, we discuss why, and if it is reasonable to do so, how to regularize the problem. In several instances closed form expressions for the derivatives of matrix polynomial valued functions are derived to assist in analysis of the optimality conditions around a solution. From this analysis it is shown that variants of Newton’s method will have a local rate of convergence that is quadratic with a suitable initial guess for many problems.
The implementations are demonstrated on some examples from the literature and several examples are cross-validated with different optimization formulations of the same mathematical problem. We conclude with a special application of the theory developed in this thesis is computing a nearby pair of differential polynomials with a non-trivial greatest common divisor, a non-commutative symbolic-numeric computation problem. We formulate this problem as finding a nearby structured matrix polynomial that is rank deficient in the classical sense
Flexible Differentiable Optimization via Model Transformations
We introduce DiffOpt.jl, a Julia library to differentiate through the
solution of optimization problems with respect to arbitrary parameters present
in the objective and/or constraints. The library builds upon MathOptInterface,
thus leveraging the rich ecosystem of solvers and composing well with modeling
languages like JuMP. DiffOpt offers both forward and reverse differentiation
modes, enabling multiple use cases from hyperparameter optimization to
backpropagation and sensitivity analysis, bridging constrained optimization
with end-to-end differentiable programming. DiffOpt is built on two known rules
for differentiating quadratic programming and conic programming standard forms.
However, thanks ability to differentiate through model transformation, the user
is not limited to these forms and can differentiate with respect to the
parameters of any model that can be reformulated into these standard forms.
This notably includes programs mixing affine conic constraints and convex
quadratic constraints or objective function
Approximation, analysis and control of large-scale systems - Theory and Applications
This work presents some contributions to the fields of approximation, analysis and control of large-scale systems. Consequently the Thesis consists of three parts. The first part covers approximation topics and includes several contributions to the area of model reduction. Firstly, model reduction by moment matching for linear and nonlinear time-delay systems, including neutral differential time-delay systems with discrete-delays and distributed delays, is considered. Secondly, a theoretical framework and a collection of techniques to obtain reduced order models by moment matching from input/output data for linear (time-delay) systems and nonlinear (time-delay) systems is presented. The theory developed is then validated with the introduction and use of a low complexity algorithm for the fast estimation of the moments of the NETS-NYPS benchmark interconnected power system. Then, the model reduction problem is solved when the class of input signals generated by a linear exogenous system which does not have an implicit (differential) form is considered. The work regarding the topic of approximation is concluded with a chapter covering the problem of model reduction for linear singular systems. The second part of the Thesis, which concerns the area of analysis, consists of two very different contributions. The first proposes a new "discontinuous phasor transform" which allows to analyze in closed-form the steady-state behavior of discontinuous power electronic devices. The second presents in a unified framework a class of theorems inspired by the Krasovskii-LaSalle invariance principle for the study of "liminf" convergence properties of solutions of dynamical systems. Finally, in the last part of the Thesis the problem of finite-horizon optimal control with input constraints is studied and a methodology to compute approximate solutions of the resulting partial differential equation is proposed.Open Acces
- …