Two numerical methods for optimizing matrix stability

DOI10.1016/S0024-3795(02)00260-4zbMath1005.65041MaRDI QIDQ1611899

Michael L. Overton, James V. Burke, Adrian S. Lewis

Publication date: 28 August 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsstabilizationdynamical systemsnumerical exampleseigenvaluesoutput feedbackmatrix inequalityspectral abscissaoptimal stabilityNewton barrier methodrandom gradient bundle methodrobust spectral abscissa

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Robust stability (93D09) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items

A heuristic for the stability number of a graph based on convex quadratic programming and tabu search, Multivariate refinable Hermite interpolant, Spectral radius minimization for optimal average consensus and output feedback stabilization, A successive SDP-NSDP approach to a robust optimization problem in finance, Design of a flight control architecture using a non-convex bundle method, Composite proximal bundle method, Continuous approximation of linear impulsive systems and a new form of robust stability, Variational analysis of convexly generated spectral max functions, A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization, A perturbation method for optimizing matrix stability, Multifidelity Robust Controller Design with Gradient Sampling, Decentralized static output feedback controller design for linear interconnected systems, Static output feedback stabilization of interconnected systems, Performance-oriented communication topology design for distributed control of interconnected systems, An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems, Large-Scale and Global Maximization of the Distance to Instability, A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems, Fixed-structure robust controller design for chatter mitigation in high-speed milling, Random search of stable member in a matrix polytope, Time domain constrained H _∞ -synthesis, Convergence of the gradient sampling algorithm on directionally Lipschitz functions, An Explicit Formula for the Splitting of Multiple Eigenvalues for Nonlinear Eigenvalue Problems and Connections with the Linearization for the Delay Eigenvalue Problem

Uses Software

• Mosek

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Survey on the state of systems and control
• Several NP-hard problems arising in robust stability analysis
• Optimizing matrix stability
• Semidefinite optimization
• Matrix Analysis
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• On the Nesterov--Todd Direction in Semidefinite Programming
• Linear Matrix Inequalities in System and Control Theory
• Variational Analysis
• Pseudospectra of Linear Operators
• NP-Hardness of Some Linear Control Design Problems
• On the Lidskii--Vishik--Lyusternik Perturbation Theory for Eigenvalues of Matrices with Arbitrary Jordan Structure
• The Kreiss Matrix Theorem on a General Complex Domain
• An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
• ON MATRICES DEPENDING ON PARAMETERS
• Approximating Subdifferentials by Random Sampling of Gradients
• Variational analysis of non-Lipschitz spectral functions
• Optimal stability and eigenvalue multiplicity