Abstract | ||
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We introduce a new technique to optimize a linear cost function subject to an affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional affine in the optimization variables is nonnegative over a space of functions defined by homogeneous boundary conditions. Such problems arise in control and stability or input-to-state/output analysis of systems governed by partial differential equations (PDEs), particularly fluid dynamical systems. We derive outer approximations for the feasible set of a homogeneous quadratic integral inequality in terms of linear matrix inequalities (LMIs), and show that a convergent sequence of lower bounds for the optimal cost can be computed with a sequence of semidefinite programs (SDPs). We also obtain inner approximations in terms of LMIs and sum-of-squares constraints, so upper bounds for the optimal cost and strictly feasible points for the integral inequality can be computed with SDPs. We present QUINOPT, an open-source add-on to YALMIP to aid the formulation and solution of our SDPs, and demonstrate our techniques on problems arising from the stability analysis of PDEs. |
Year | DOI | Venue |
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2017 | 10.1109/TAC.2017.2703927 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
Optimization,Integral equations,Upper bound,Stability analysis,Symmetric matrices,Aerospace electronics,Partial differential equations | Affine transformation,Mathematical optimization,Mathematical analysis,Integral equation,Sum-of-squares optimization,Quadratic integral,Dynamical systems theory,Feasible region,Partial differential equation,Mathematics,Semidefinite programming | Journal |
Volume | Issue | ISSN |
62 | 12 | 0018-9286 |
Citations | PageRank | References |
0 | 0.34 | 14 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Giovanni Fantuzzi | 1 | 10 | 1.86 |
Andrew Wynn | 2 | 23 | 5.93 |
Paul J. Goulart | 3 | 444 | 45.59 |
Antonis Papachristodoulou | 4 | 990 | 90.01 |