• Title/Summary/Keyword: Convex Function

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Design of a reduced-order $H_{\infty}$ controller using an LMI method (LMI를 이용한 축소차수 $H_{\infty}$ 제어기 설계)

  • Kim, Seog-Joo;Chung, Soon-Hyun;Cheon, Jong-Min;Kim, Chun-Kyung;Lee, Jong-Moo;Kwon, Soon-Man
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.729-731
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    • 2004
  • This paper deals with the design of a low order $H_{\infty}$ controller by using an iterative linear matrix inequality (LMI) method. The low order $H_{\infty}$ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, a linear penalty function is incorporated into the objective function so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Numerical experiments show the effectiveness of the proposed algorithm.

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HERMITE-HADAMARD TYPE INEQUALITIES FOR GEOMETRIC-ARITHMETICALLY s-CONVEX FUNCTIONS

  • Hua, Ju;Xi, Bo-Yan;Qi, Feng
    • Communications of the Korean Mathematical Society
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    • v.29 no.1
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    • pp.51-63
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    • 2014
  • In the paper, several properties of geometric-arithmetically s-convex functions are provided, an integral identity in which the integrands are products of a function and a derivative is found, and then some inequalities of Hermite-Hadamard type for integrals whose integrands are products of a derivative and a function whose derivative is of the geometric-arithmetic s-convexity are established.

Design of a Static Output Feedback Stabilization Controller by Solving a Rank-constrained LMI Problem (선형행렬부등식을 이용한 정적출력궤환 제어기 설계)

  • Kim Seogj-Joo;Kwon Soonman;Kim Chung-Kyung;Moon Young-Hyun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.11
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    • pp.747-752
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    • 2004
  • This paper presents an iterative linear matrix inequality (LMI) approach to the design of a static output feedback (SOF) stabilization controller. A linear penalty function is incorporated into the objective function for the non-convex rank constraint so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. Hence, the overall procedure results in solving a series of semidefinite programs (SDPs). With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Extensive numerical experiments are Deformed to illustrate the proposed algorithm.

A TYPE OF MODIFIED BFGS ALGORITHM WITH ANY RANK DEFECTS AND THE LOCAL Q-SUPERLINEAR CONVERGENCE PROPERTIES

  • Ge Ren-Dong;Xia Zun-Quan;Qiang Guo
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.193-208
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    • 2006
  • A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

Design of a Fixed-Structure H$_{\infty}$ Power System Stabilizer (고정 구조를 가지는$H_\infty$ 전력계통 안정화 장치 설계)

  • Kim Seog-Joo;Lee Jong-Moo;Kwon Soonman;Moon Young-Hyun
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.53 no.12
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    • pp.655-660
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    • 2004
  • This paper deals with the design of a fixed-structure $H_\infty$ power system stabilizer (PSS) by using an iterative linear matrix inequality (LMI) method. The fixed-structure $H_\infty$ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, a linear penalty function is incorporated into the objective function so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Numerical experiments show the practical applicability of the proposed algorithm.

Design and Field Test of an Optimal Power Control Algorithm for Base Stations in Long Term Evolution Networks

  • Zeng, Yuan;Xu, Jing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.12
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    • pp.5328-5346
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    • 2016
  • An optimal power control algorithm based on convex optimization is proposed for base stations in long term evolution networks. An objective function was formulated to maximize the proportional fairness of the networks. The optimal value of the objective function was obtained using convex optimization and distributed methods based on the path loss model between the base station and users. Field tests on live networks were conducted to evaluate the performance of the proposed algorithm. The experimental results verified that, in a multi-cell multi-user scenario, the proposed algorithm increases system throughputs, proportional fairness, and energy efficiency by 9, 1.31 and 20.2 %, respectively, compared to the conventional fixed power allocation method.

DIFFERENCE OF TWO SETS AND ESTIMATION OF CLARKE GENERALIZED JACOBIAN VIA QUASIDIFFERENTIAL

  • Gao, Yan
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.473-489
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    • 2001
  • The notion of difference for two convex compact sets in Rⁿ, proposed by Rubinov et al, is generalized to R/sub mxn/. A formula of the difference for the two sets, which are convex hulls of a finite number of points, is developed. In the light of this difference, the relation between Clarke generalized Jacobian and quasidifferential, in the sense of Demyanov and Rubinov, for a nonsnooth function, is established. Based on the relation, the method of estimating Clarke generalized Jacobian via quasidifferential for a certain class of function, is presented.

MAXIMAL MONOTONE OPERATORS IN THE ONE DIMENSIONAL CASE

  • Kum, Sang-Ho
    • Journal of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.371-381
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    • 1997
  • Our basic concern in this paper is to investigate some geometric properties of the graph of a maximal monotone operator in the one dimensional case. Using a well-known theorem of Minty, we answer S. Simon's questions affirmatively in the one dimensional case. Further developments of these results are also treated. In addition, we provide a new proof of Rockafellar's characterization of maximal monotone operators on R: every maximal monotne operator from R to $2^R$ is the subdifferential of a proper convex lower semicontinuous function.

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GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.195-205
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    • 2004
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions.

A MODIFIED BFGS BUNDLE ALGORITHM BASED ON APPROXIMATE SUBGRADIENTS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1239-1248
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    • 2010
  • In this paper, an implementable BFGS bundle algorithm for solving a nonsmooth convex optimization problem is presented. The typical method minimizes an approximate Moreau-Yosida regularization using a BFGS algorithm with inexact function and the approximate gradient values which are generated by a finite inner bundle algorithm. The approximate subgradient of the objective function is used in the algorithm, which can make the algorithm easier to implement. The convergence property of the algorithm is proved under some additional assumptions.