Solving Large-Scale Robust Stability Problems by Exploiting the Parallel Structure of Polya's Theorem
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Publication:5353293
DOI10.1109/TAC.2013.2253253zbMATH Open1369.93462arXiv1411.3769MaRDI QIDQ5353293FDOQ5353293
Authors: Reza Kamyar, Matthew M. Peet, Yulia T. Peet 
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Abstract: In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and polynomial inequality constraints. We use Polya's theorem to convert the polynomial optimization problem to a set of highly structured Linear Matrix Inequalities (LMIs). We then use a slight modification of a common interior-point primal-dual algorithm to solve the structured LMI constraints. This yields a set of extremely large yet structured computations. We then map the structure of the computations to a decentralized computing environment consisting of independent processing nodes with a structured adjacency matrix. The result is an algorithm which can solve the robust stability problem with the same per-core complexity as the deterministic stability problem with a conservatism which is only a function of the number of processors available. Numerical tests on cluster computers and supercomputers demonstrate the ability of the algorithm to efficiently utilize hundreds and potentially thousands of processors and analyze systems with 100+ dimensional state-space. The proposed algorithms can be extended to perform stability analysis of nonlinear systems and robust controller synthesis.
Full work available at URL: https://arxiv.org/abs/1411.3769
Cited In (4)
- Cost guaranteed robust sampled-data parallel model design using polynomial approach
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- Fast parallel-frequency-sweeping algorithms for robust D-stability margin
- A globally asymptotically stable polynomial vector field with rational coefficients and no local polynomial Lyapunov function
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