Random search of stable member in a matrix polytope

DOI10.1016/J.CAM.2016.05.020MaRDI QIDQ738955zbMATH OpenOpenAlexFDO

Authors Ş. Yılmaz, Taner Büyükköroğlu, Vakif Dzhafarov

Publication date 16 August 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.05.020

zbMATH Keywords

algorithmbialternate productD-decomposition methodmatrix polytoperandom searchstability regionstable matrix

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Computational aspects related to convexity (52B55) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Review text

The authors propose a random searching algorithm of a stable member for special classes of matrix families. Specifically, (i) the stability region is determined for a one-parameter nonlinear \(n\times n\) family. For a multi-parameter family, a nonlinear version of the random search D-decomposition method is proposed. (ii) The stability region is determined for the \(3\times 3\) interval family with constant diagonals. In the case of non-constant diagonals, random search of a stable member is proposed. (iii) A necessary and sufficient condition for the existence of a stable member is obtained for the \(n\times n\) interval family with nonnegative off-diagonal intervals.

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Cited in

(1)

• Stabilisation of discrete-time systems via Schur stability region

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