H∞ optimization with plant uncertainty and semidefinite programming
✍ Scribed by J. William Helton; Orlando Merino; Trent E. Walker
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 263 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1049-8923
No coin nor oath required. For personal study only.
✦ Synopsis
The fundamental H problem of control is that of finding the stable frequency response function that best fits worst case frequency domain specifications. This is a non-smooth optimization problem that underlies the frequency domain formulation of the H problem of control; it is the main optimization problem in qualitative feedback theory for example. It is shown in this article how the fundamental H optimization problem of control can be naturally treated with modern primal-dual interior point (PDIP) methods. The theory introduced here generalizes and unifies approaches to solving large classes of optimization problems involving matrix-valued functions, a subclass of which are commonly treated with linear matrix inequalities techniques. Also, in this article new optimality conditions for H optimization problems over matrix-valued functions are proved, and numerical experience on natural (PDIP) algorithms for these problems is reported. In experiments we find the algorithms exhibit (local) quadratic convergence rate in many instances. Finally, H optimization problems with an uncertainty parameter are considered. It is shown how to apply the theory developed here to obtain optimality conditions and derive algorithms. Numerical tests on simple examples are reported.
📜 SIMILAR VOLUMES
## Abstract Structural robust optimization problems are often solved via the so‐called Bi‐level approach. This solution procedure often involves large computational efforts and sometimes its convergence properties are not so good because of the non‐smooth nature of the Bi‐level formulation. Another
The problem addressed here is scheduling the shutdown for refueling and maintenance of nuclear power plants. The models have up to four reactors requiring of the order of five shutdowns each over a five-year time horizon. The resulting mixed-integer program is large and complex with interesting stru