2018/09/26 by Mohsen Kheirandishfard, Kheirandishfard, Mohsen, Fariba Zohrizadeh +5
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems
paper · pdf · doi:10.48550/arxiv.1809.09817
openalex publication_date 2018/09/26 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28
The first part of this paper proposed a family of penalized convex\nrelaxations for solving optimization problems with bilinear matrix inequality\n(BMI) constraints. In this part, we generalize our approach to a sequential\nscheme which starts from an arbitrary initial point (feasible or infeasible)\nand solves a sequence of penalized convex relaxations in order to find feasible\nand near-optimal solutions for BMI optimization problems. We evaluate the\nperformance of the proposed method on the H2 and Hinfinity optimal controller\ndesign problems with both centralized and decentralized structures. The\nexperimental results based on a variety of benchmark control plants demonstrate\nthe promising performance of the proposed approach in comparison with the\nexisting methods.\n