A Path-following Method for Solving BMI Problems in Control
نویسندگان
چکیده
In this paper we present a path-following (homotopy) method for (locally) solving bilinear matrix inequality (BMI) problems in control. The method is to linearize the BMI using a first order perturbation approximation, and then iteratively compute a perturbation that “slightly” improves the controller performance by solving a semidefinite program (SDP). This process is repeated until the desired performance is achieved, or the performance cannot be improved any further. While this is an approximate method for solving BMIs, we present several examples that illustrate the effectiveness of the approach.
منابع مشابه
Solving Path Following Problem for Car-Like Robot in the Presence of Sliding Effect via LMI Formulation
One of the main problems of car-like robot is robust path following in the presence of sliding effect. To tackle this problem, a robust mix H2/H∞ static state feedback control method is selected. This method is the well-known linear robust controller which is robust against external disturbance as well as model uncertainty. In this paper, the path following problem is formulated as linear matri...
متن کاملPrimal-dual path-following algorithms for circular programming
Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan alg...
متن کاملALGORITHMS FOR BIOBJECTIVE SHORTEST PATH PROBLEMS IN FUZZY NETWORKS
We consider biobjective shortest path problems in networks with fuzzy arc lengths. Considering the available studies for single objective shortest path problems in fuzzy networks, using a distance function for comparison of fuzzy numbers, we propose three approaches for solving the biobjective prob- lems. The rst and second approaches are extensions of the labeling method to solve the sing...
متن کاملA Computational Method for Solving Optimal Control Problems and Their Applications
In order to obtain a solution to an optimal control problem, a numerical technique based on state-control parameterization method is presented. This method can be facilitated by the computation of performance index and state equation via approximating the control and state variable as a function of time. Several numerical examples are presented to confirm the analytical findings and illus...
متن کاملCorrector-predictor arc-search interior-point algorithm for $P_*(kappa)$-LCP acting in a wide neighborhood of the central path
In this paper, we propose an arc-search corrector-predictor interior-point method for solving $P_*(kappa)$-linear complementarity problems. The proposed algorithm searches the optimizers along an ellipse that is an approximation of the central path. The algorithm generates a sequence of iterates in the wide neighborhood of central path introduced by Ai and Zhang. The algorithm does not de...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1999