Exploiting chordal structure in polynomial ideals: a Gr\"obner bases approach

Chordal structure and bounded treewidth allow for efficient computation in numerical linear algebra, graphical models, constraint satisfaction and many other areas. In this paper, we begin the study of how to exploit chordal structure in computational algebraic geometry, and in particular, for solving polynomial systems. The structure of a system of polynomial equations can be described in terms of a graph. By carefully exploiting the properties of this graph (in particular, its chordal completions), more efficient algorithms can be developed. To this end, we develop a new technique, which we refer to as chordal elimination, that relies on elimination theory and Gr\"obner bases. By maintaining graph structure throughout the process, chordal elimination can outperform standard Gr\"obner basis algorithms in many cases. The reason is that all computations are done on "smaller" rings, of size equal to the treewidth of the graph. In particular, for a restricted class of ideals, the computational complexity is linear in the number of variables. Chordal structure arises in many relevant applications. We demonstrate the suitability of our methods in examples from graph colorings, cryptography, sensor localization and differential equations.Comment: 40 pages, 5 figure

Fast algorithms for solving H∞-norm minimization problems

We propose an efficient computational approach to minimize the H ∞-norm of a transfer-function matrix depending affinely on a set of free parameters. The minimization problem, formulated as a semi-infinite convex programming problem, is solved via a relaxation approach over a finite set of frequency values. In this way, a significant speed up is achieved by avoiding the solution of high order LMIs resulting by equivalently formulating the minimization problem as a high dimensional semidefinite programming problem. Numerical results illustrate the superiority of proposed approach over LMIs based techniques in solving zero order H∞-norm approximation problems

H_2-Optimal Decentralized Control over Posets: A State-Space Solution for State-Feedback

We develop a complete state-space solution to H_2-optimal decentralized control of poset-causal systems with state-feedback. Our solution is based on the exploitation of a key separability property of the problem, that enables an efficient computation of the optimal controller by solving a small number of uncoupled standard Riccati equations. Our approach gives important insight into the structure of optimal controllers, such as controller degree bounds that depend on the structure of the poset. A novel element in our state-space characterization of the controller is a remarkable pair of transfer functions, that belong to the incidence algebra of the poset, are inverses of each other, and are intimately related to prediction of the state along the different paths on the poset. The results are illustrated by a numerical example.Comment: 39 pages, 2 figures, submitted to IEEE Transactions on Automatic Contro

Optimal Output Feedback Architecture for Triangular LQG Problems

Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal decision making architecture for such problems. In this paper, we particularly focus on the N-player triangular LQG problems and show that the optimal output feedback controllers have attractive state space realizations. The optimal controller can be synthesized using a set of stabilizing solutions to 2N linearly coupled algebraic Riccati equations, which turn out to be easily solvable under reasonable assumptions.Comment: To be presented at 2014 American Control Conferenc