• 제목/요약/키워드: Matrix cone complementarity problem

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MERIT FUNCTIONS FOR MATRIX CONE COMPLEMENTARITY PROBLEMS

  • Wang, Li;Liu, Yong-Jin;Jiang, Yong
    • Journal of applied mathematics & informatics
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    • 제31권5_6호
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    • pp.795-812
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    • 2013
  • The merit function arises from the development of the solution methods for the complementarity problems defined over the cone of non negative real vectors and has been well extended to the complementarity problems defined over the symmetric cones. In this paper, we focus on the extension of the merit functions including the gap function, the regularized gap function, the implicit Lagrangian and others to the complementarity problems defined over the nonsymmetric matrix cone. These theoretical results of this paper suggest new solution methods based on unconstrained and/or simply constrained methods to solve the matrix cone complementarity problems (MCCP).

Metric and Spectral Geometric Means on Symmetric Cones

  • Lee, Hosoo;Lim, Yongdo
    • Kyungpook Mathematical Journal
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    • 제47권1호
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    • pp.133-150
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    • 2007
  • In a development of efficient primal-dual interior-points algorithms for self-scaled convex programming problems, one of the important properties of such cones is the existence and uniqueness of "scaling points". In this paper through the identification of scaling points with the notion of "(metric) geometric means" on symmetric cones, we extend several well-known matrix inequalities (the classical L$\ddot{o}$wner-Heinz inequality, Ando inequality, Jensen inequality, Furuta inequality) to symmetric cones. We also develop a theory of spectral geometric means on symmetric cones which has recently appeared in matrix theory and in the linear monotone complementarity problem for domains associated to symmetric cones. We derive Nesterov-Todd inequality using the spectral property of spectral geometric means on symmetric cones.

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$H_{\infty}$ 성능을 고려한 흡인식 자기부상 시스템의 PID 제어기 설계 (A PID Controller Design for an Attracton Type Magnetic Levitation System Considering $H_{\infty}$ Performance)

  • 김석주;김춘경;김종문;박민국
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 D
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    • pp.2120-2122
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    • 2001
  • This paper describes a PID controller for an attraction type magnetic levitation system considering $H^{\infty}$ performance. PID controllers are a kind of fixed structure reduced order controllers. Using change of variables a reduced order control problem can be recast into a static output feedback control problem and can be solved efficiently by LMI(Linear Matrix Inequality) method. In this paper, cone complementarity method is adopted and the simulation shows good results.

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시변지연 및 임의 발생 외란이 존재하는 선형 동적 시스템의 신뢰성 제어 (Reliable Control for Linear Dynamic Systems with Time-varying Delays and Randomly Occurring Disturbances)

  • 김기훈;박명진;권오민
    • 전기학회논문지
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    • 제63권7호
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    • pp.976-986
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    • 2014
  • In this paper, the problem of reliable control of linear systems with time-varying delays, randomly occurring disturbances, and actuator failures is investigated. It is assumed that actuator failures occur when disturbances affect to the systems. Firstly, by using a suitable Lyapunov-Krasovskii functional and some recent techniques such as Wirtinger-based integral inequality and reciprocally convex approach, stabilization criterion for nominal systems with time-varying delays is derived. Secondly, the proposed method is extended to the reliable $H_{\infty}$ controller design for linear dynamic systems with time-varying delays, randomly occurring disturbances, and actuator failures. Since nonlinear matrix inequalities (NLMIs) are involved in proposed results, the cone complementarity algorithm will be introduced. Finally, two numerical examples are included to show the effectiveness of the proposed criteria.