95 research outputs found

    On representations of the feasible set in convex optimization

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    We consider the convex optimization problem min⁥{f(x):gj(x)≀0,j=1,...,m}\min \{f(x) : g_j(x)\leq 0, j=1,...,m\} where ff is convex, the feasible set K is convex and Slater's condition holds, but the functions gjg_j are not necessarily convex. We show that for any representation of K that satisfies a mild nondegeneracy assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely every KKT point is a minimizer. That is, the KKT optimality conditions are necessary and sufficient as in convex programming where one assumes that the gjg_j are convex. So in convex optimization, and as far as one is concerned with KKT points, what really matters is the geometry of K and not so much its representation.Comment: to appear in Optimization Letter

    Counting and computing regions of DD-decomposition: algebro-geometric approach

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    New methods for DD-decomposition analysis are presented. They are based on topology of real algebraic varieties and computational real algebraic geometry. The estimate of number of root invariant regions for polynomial parametric families of polynomial and matrices is given. For the case of two parametric family more sharp estimate is proven. Theoretic results are supported by various numerical simulations that show higher precision of presented methods with respect to traditional ones. The presented methods are inherently global and could be applied for studying DD-decomposition for the space of parameters as a whole instead of some prescribed regions. For symbolic computations the Maple v.14 software and its package RegularChains are used.Comment: 16 pages, 8 figure

    Robust autopilot synthesis

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