Stabilization via Nonsmooth, Nonconvex Optimization
نویسندگان
چکیده
منابع مشابه
Benson's algorithm for nonconvex multiobjective problems via nonsmooth Wolfe duality
In this paper, we propose an algorithm to obtain an approximation set of the (weakly) nondominated points of nonsmooth multiobjective optimization problems with equality and inequality constraints. We use an extension of the Wolfe duality to construct the separating hyperplane in Benson's outer algorithm for multiobjective programming problems with subdifferentiable functions. We also fo...
متن کاملH ∞ Synthesis via a Nonsmooth, Nonconvex Optimization Approach
A numerical method for solving the H∞ synthesis problem is presented. The problem is posed as an unconstrained, nonsmooth, nonconvex minimization problem. The optimization variables consist solely of the entries of the output feedback matrix. No additional variables, such as Lyapunov variables, need to be introduced. The main part of the optimization procedure uses a line search mechanism where...
متن کاملFast Stochastic Methods for Nonsmooth Nonconvex Optimization
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem is very limited. For example, it is not known whether the proximal stochastic gradient method with constant minibatch converges to a stationary point. To tack...
متن کاملA Nonsmooth, Nonconvex Optimization Approach to Robust Stabilization by Static Output Feedback and Low-order Controllers
Stabilization by static output feedback (SOF) is a long-standing open problem in control: given an n by n matrix A and rectangular matrices B and C, find a p by q matrix K such that A + BKC is stable. Low-order controller design is a practically important problem that can be cast in the same framework, with (p+k)(q+k) design parameters instead of pq, where k is the order of the controller, and ...
متن کاملNonsmooth Equations in Optimization Nonconvex Optimization and Its Applications
The titles published in this series are listed at the end of this volume. 1 1 2 4 4 4 5 5 6 6 7 9 Multifunctions and Derivatives Particular Locally Lipschitz Functions and Related Definitions Generalized Jacobians of Locally Lipschitz Functions Pseudo-Smoothness and D°f Piecewise Functions NCP Functions 1.4 Definitions of Regularity Definitions of Lipschitz Properties Regularity Definitions Fun...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2006
ISSN: 0018-9286
DOI: 10.1109/tac.2006.884944