Stochastic algorithms for exact and approximate feasibility of robust LMIs

DOI10.1109/9.964685MaRDI QIDQ4540241zbMATH OpenOpenAlexFDO

Authors Giuseppe Calafiore, Boris T. Polyak

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.964685

zbMATH Keywords

linear inequalitiesrandom parametersstochastic gradient-type algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15) Robust stability (93D09) Linear inequalities of matrices (15A39)

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• Probabilistic design of LPV control systems.
• Hard problems in linear control theory: possible approaches to their solution
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• A smooth inexact penalty reformulation of convex problems with linear constraints
• Probabilistic robust design with linear quadratic regulators
• Robust output-feedback controller design via local BMI optimization
• A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
• Uncertain convex programs: randomized solutions and confidence levels
• Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts
• Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems
• A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
• Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities
• Stochastic approximation search algorithms with randomization at the input
• An ellipsoid algorithm for probabilistic robust controller design
• Randomized algorithms for quadratic stability of quantized sampled-data systems
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• Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
• A primal--dual probabilistic setting for quadratic stability of uncertain systems
• A probabilistic framework for problems with real structured uncertainty in systems and control
• Design of fault-tolerant control for MTTF
• Research on probabilistic methods for control system design
• Robust stabilisation of time-varying delay systems with probabilistic uncertainties
• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
• scientific article; zbMATH DE number 4139215 (Why is no real title available?)
• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.
• Statistical learning theory: a pack-based strategy for uncertain feasibility and optimization problems
• A survey of randomized algorithms for control synthesis and performance verification
• Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies
• Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities
• An LMI based scheduling algorithm for constrained stabilization problems
• A new vertex result for robustness problems with interval matrix uncertainty
• On robust solutions to uncertain linear complementarity problems and their variants
• Monte Carlo and Las Vegas randomized algorithms for systems and control. An introduction
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

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