A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
From MaRDI portal
Publication:2477698
DOI10.1016/j.automatica.2007.04.003zbMath1138.93027OpenAlexW2134815022MaRDI QIDQ2477698
Fabrizio Dabbene, Giuseppe Carlo Calafiore
Publication date: 14 March 2008
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.04.003
Stochastic programming (90C15) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Sampled-data control/observation systems (93C57)
Related Items
A survey of randomized algorithms for control synthesis and performance verification ⋮ Optimization under uncertainty with applications to design of truss structures ⋮ Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts ⋮ An algorithm for semi-infinite polynomial optimization ⋮ Robust control of uncertain systems: classical results and recent developments ⋮ A statistical learning theory approach for uncertain linear and bilinear matrix inequalities ⋮ A note on polynomial chaos expansions for designing a linear feedback control for nonlinear systems ⋮ Iterative robust control: speeding up improvement through iterations ⋮ Statistical Learning Theory: A Pack-based Strategy for Uncertain Feasibility and Optimization Problems ⋮ Research on probabilistic methods for control system design ⋮ A New Probabilistic Robust Control Approach for System with Uncertain Parameters ⋮ Randomized methods for design of uncertain systems: sample complexity and sequential algorithms ⋮ A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
- Method of centers for minimizing generalized eigenvalues
- Geometric algorithms and combinatorial optimization.
- Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.
- Shallow, deep and very deep cuts in the analytic center cutting plane method.
- Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
- Uncertain convex programs: randomized solutions and confidence levels
- A cutting plane algorithm for convex programming that uses analytic centers
- An ellipsoid algorithm for probabilistic robust controller design
- A new vertex result for robustness problems with interval matrix uncertainty
- Robust Convex Optimization
- On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
- Robust Solutions to Uncertain Semidefinite Programs
- On constrained optimization by adjoint based quasi-Newton methods
- Stochastic algorithms for exact and approximate feasibility of robust LMIs
- A Convex Approach to Robust Stability for Linear Systems with Uncertain Scalar Parameters
- Polynomial Interior Point Cutting Plane Methods
- Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems
- The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
- The Scenario Approach to Robust Control Design
- Relaxations for Robust Linear Matrix Inequality Problems with Verifications for Exactness
- Probabilistic robust design with linear quadratic regulators
This page was built for publication: A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs