• 제목/요약/키워드: Convex minimization problem

검색결과 39건 처리시간 0.02초

Robust Control of Linear Systems Under Structured Nonlinear Time-Varying Perturbations II : Synthesis via Convex Optimazation

  • Bambang, Riyanto-T.;Shimemura, Etsujiro
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.100-104
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    • 1993
  • In Part 1, we derived robust stability conditions for an LTI interconnected to time-varying nonlinear perturbations belonging to several classes of nonlinearities. These conditions were presented in terms of positive definite solutions to LMI. In this paper we address a problem of synthesizing feedback controllers for linear time-invariant systems under structured time-varying uncertainties, combined with a worst-case H$_{2}$ performance. This problem is introduced in [7, 8, 15, 35] in case of time-invariant uncertainties, where the necessary conditions involve highly coupled linear and nonlinear matrix equations. Such coupled equations are in general difficult to solve. A convex optimization approach will be employed in this synthesis problem in order to avoid solving highly coupled nonlinear matrix equations that commonly arises in multiobjective synthesis problem. Using LMI formulation, this convex optimization problem can in turn be cast as generalized eigenvalue minimization problem, where an attractive algorithm based on the method of centers has been recently introduced to find its solution [30, 361. In the present paper we will restrict our discussion to state feedback case with Popov multipliers. A more general case of output feedback and other types of multipliers will be addressed in a future paper.

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Mixed $\textrm{H}_2/\textrm{H}_\infty$ Robust Control with Diagonal Structured Uncertainty

  • Bambang, Riyanto;Uchida, Kenko;Shimemura, Etsujiro
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.575-580
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    • 1992
  • Mixed H$_{2}$/H$_{\infty}$ robust control synthesis is considered for finite dimensional linear time-invariant systems under the presence of diagonal structured uncertainties. Such uncertainties arise for instance when there is real perturbation in the nominal model of the state space system or when modeling multiple (unstructured) uncertainty at different locations in the feedback loop. This synthesis problem is reduced to convex optimization problem over a bounded subset of matrices as well as diagonal matrix having certain structure. For computational purpose, this convex optimization problem is further reduced into Generalized Eigenvalue Minimization Problem where a powerful algorithm based on interior point method has been recently developed..

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상한 융합 변수를 갖는 단선형제약 오목함수 최소화 문제의 해법 (An Algorithm for the Singly Linearly Constrained Concave Minimization Problem with Upper Convergent Bounded Variables)

  • 오세호
    • 한국융합학회논문지
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    • 제7권5호
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    • pp.213-219
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    • 2016
  • 본 논문에서는 한 개의 선형 제약식 하에서 의사결정변수가 상한 값을 갖는 오목 함수 최소화 문제를 다룬다. 제시된 분지 한계 해법은 단체를 분할 단위로 사용하였다. 오목함수를 가장 단단하게 하한추정하는 볼록덮개함수를 단체 상에서 유일하게 구할 수 있기 때문이다. 분지가 일어날 때마다 후보 단체로부터 1 차원 낮은 2 개의 하위 단체들이 생성된다. 이 때 후보 단체에 포함되어 있던 가능해 집합은 각각의 하위 단체로 분할된다. 한계 연산 절차는 선형인 볼록 덮개 함수를 목적 함수로 하는 선형계획법을 부문제로 정의하고 해를 구한다. 부문제의 최적 목적함수 값으로부터 최적 오목목적함수의 하한과 상한을 갱신하고, 원문제의 최적해를 포함하지 않는 단체들을 고려 대상에서 제외시킨다. 본 해법의 최대 장점은 하위 단체로 분할될수록 부문제들의 크기가 점점 작아진다는데 있다. 이것은 한계 연산의 계산량이 줄어든다는 것을 의미한다. 본 연구의 결과는 배낭 제약식 유형의 제약식 하에서의 오목 함수 최소화 문제의 해법을 개발하는데 응용될 수 있을 것이다.

방향범위를 이용한 SDP 기반 적응 빔 형성 (SDP-Based Adaptive Beamforming with a Direction Range)

  • 최양호
    • 한국통신학회논문지
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    • 제39A권9호
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    • pp.519-527
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    • 2014
  • 적응 어레이는 조향벡터를 이용하여 조향벡터 방향의 신호는 보호하면서 간섭신호를 제거한다. 조향벡터에 에러가 있으면 원하는 신호도 감쇠되어 SINR(signal-to-interference-plus-noise ratio) 성능 저하를 가져온다. 본 논문에서는 원하는 신호의 도래범위를 이용하여 조향벡터 에러에 강인한 적응 빔 형성 기법을 제시한다. 제시된 기법에서는 도래범위에서 어레이 응답벡터에 관한 상관행렬을 적분을 통해 구하고, 이 상관행렬의 고유벡터 일부를 이용하여 조향벡터를 구하기 위한 최소화 문제를 정의한다. 이 최소화 문제를 컨벡스 최적화(convex optimization)의 일종인 SDP(semidefinite program) 문제로 완화하여 효과적으로 해결한다. 시뮬레이션 결과에 따르면, 제안방식은 기존의 강인한 빔 형성 방식인 ORM(outside-range-based method), USM(uncertainty-based method)보다 우수한 SINR 성능을 나타낸다.

UNDERSTANDING NON-NEGATIVE MATRIX FACTORIZATION IN THE FRAMEWORK OF BREGMAN DIVERGENCE

  • KIM, KYUNGSUP
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제25권3호
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    • pp.107-116
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    • 2021
  • We introduce optimization algorithms using Bregman Divergence for solving non-negative matrix factorization (NMF) problems. Bregman divergence is known a generalization of some divergences such as Frobenius norm and KL divergence and etc. Some algorithms can be applicable to not only NMF with Frobenius norm but also NMF with more general Bregman divergence. Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. We develop the Bregman proximal gradient method applicable for all NMF formulated in any Bregman divergences. In the derivation of NMF algorithm for Bregman divergence, we need to use majorization/minimization(MM) for a proper auxiliary function. We present algorithmic aspects of NMF for Bregman divergence by using MM of auxiliary function.

Joint Optimization for Residual Energy Maximization in Wireless Powered Mobile-Edge Computing Systems

  • Liu, Peng;Xu, Gaochao;Yang, Kun;Wang, Kezhi;Li, Yang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권12호
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    • pp.5614-5633
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    • 2018
  • Mobile Edge Computing (MEC) and Wireless Power Transfer (WPT) are both recognized as promising techniques, one is for solving the resource insufficient of mobile devices and the other is for powering the mobile device. Naturally, by integrating the two techniques, task will be capable of being executed by the harvested energy which makes it possible that less intrinsic energy consumption for task execution. However, this innovative integration is facing several challenges inevitably. In this paper, we aim at prolonging the battery life of mobile device for which we need to maximize the harvested energy and minimize the consumed energy simultaneously, which is formulated as residual energy maximization (REM) problem where the offloading ratio, energy harvesting time, CPU frequency and transmission power of mobile device are all considered as key factors. To this end, we jointly optimize the offloading ratio, energy harvesting time, CPU frequency and transmission power of mobile device to solve the REM problem. Furthermore, we propose an efficient convex optimization and sequential unconstrained minimization technique based combining method to solve the formulated multi-constrained nonlinear optimization problem. The result shows that our joint optimization outperforms the single optimization on REM problem. Besides, the proposed algorithm is more efficiency.

중간값 좌표계에 기초한 메쉬 매개변수화 (Mesh Parameterization based on Mean Value Coordinates)

  • 김형석
    • 한국정보통신학회논문지
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    • 제12권8호
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    • pp.1377-1383
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    • 2008
  • 3차원 메쉬 매개변수화는 기하학적 모델링과 컴퓨터그래픽스의 여러 응용분야에서 핵심적인 문제이다. 메쉬 매개변수화 방법에는 크게 두 가지의 패러다임, 에너지 최소화 방법과 볼록 조합법이 있다. 일반적으로 볼록 조합법은 간단한 개념과 일대일 대응 때문에 널리 이용되고 있다. 그러나 이 방법은 경계선 근처의 높은 왜곡이 생긴다는 문제와 선형 시스템 구성에 있어 다소 많은 시간이 소요되는 문제를 가지고 있다. 또한 이 방법은 다루는 메쉬 의 기하학 정보에 따라 선형시스템의 안정성이 해손 될 수도 있다. 본 논문에서는 볼록 조합법이 갖고 있는 선형시스템 안정성 문제와 시간 복잡도 문제를 중간값 좌표계를 이용하여 해결한다. 빠른 시간에 안정적으로 처리가 가능하기 때문에 보다 실용적이라 할 수 있다.

SECOND ORDER DUALITY IN VECTOR OPTIMIZATION OVER CONES

  • Suneja, S.K.;Sharma, Sunila;Vani, Vani
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.251-261
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    • 2008
  • In this paper second order cone convex, second order cone pseudoconvex, second order strongly cone pseudoconvex and second order cone quasiconvex functions are introduced and their interrelations are discussed. Further a MondWeir Type second order dual is associated with the Vector Minimization Problem and the weak and strong duality theorems are established under these new generalized convexity assumptions.

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Digita Redesign of Observer-Based Output Feedback Controller

  • Lee, Ho-Jae;Park, Jin-Bae;Cho, Kwang-Lae;Joo, Young-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2002년도 ICCAS
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    • pp.64.5-64
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    • 2002
  • This paper concerns a new digital redesign (DR) technique for an observer-based output-feedback control (OBOFC) system. The term DR involves converting an analog controller into an equivalent digital one in the sense of state-matching. The considered DR problem is formulated as convex minimization problems of the norm distances between linear operators to be matched. The stability condition is easily embedded and the separation principle on the DR of the OBOFC is explicitly shown. A numerical example is included for visualizing the feasibility of the proposed technique.

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GLOBAL CONVERGENCE PROPERTIES OF TWO MODIFIED BFGS-TYPE METHODS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.311-319
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    • 2007
  • This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation $B_k+1{^s}_k=yk\;where\;y_k^*=yk+A_ks_k\;and\;A_k$ is a matrix. Wei, Li and Qi [WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule.