Computational complexity in robust controller synthesis

  • Part A Learning And Computational Issues
  • Conference paper
  • First Online:
Learning, control and hybrid systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 241))

  • 128 Accesses

Abstract

This paper is concerned with the computational complexity analysis in robust control problems. We first formulate a fairly general class of nonconvex optimization problem named “Matrix Product Eigenvalue Problem (MPEP)” and explain the connection to robust control problems. We next summarize the worst case computational complexity results and investigate the computational cost for the actual case. Finally, we make a comparison with an element-wise bounding for the BMI optimization problem and a matrix-based bounding for the MPEP.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. S.P. Boyd et al., Linear Matrix Inequalities in System and Control Theory, SIAM, 1994.

    Google Scholar 

  2. H. Fujioka and K. Hoshijima, “Bounds for the BMI Eigenvalue Problem,” Trans. SICE, 33(7):616–621, 1997.

    Google Scholar 

  3. Hisaya Fujioka and Kohji Yamashita, “Computational Aspects of Constantly Scaled Sampled-Data H Control Synthesis,” Proc. IEEE CDC, 440–445, 1996.

    Google Scholar 

  4. P. Gahinet and P. Apkarian, “An LMI-based Parameterization of all H Controllers with Applications,” Proc. IEEE CDC, 656–661, 1993.

    Google Scholar 

  5. L. El Ghaoui, F. Oustry, and M. AitRami, “A Cone Complementarity Linearization Algorithm for Static Output-Feedback and Related Problems,” IEEE Trans. Automat. Contr., AC-42(8):1171–1176, 1997.

    Article  Google Scholar 

  6. L. El Ghaoui, V. Balakrishnan, E. Feron and S.P. Boyd, “On maximizing a robustness measure for structured nonlinear perturbations,” Proc. ACC, 2923–2924, 1992.

    Google Scholar 

  7. K.G. Goh, M.G. Safonov, and G.P. Papavassilopoulos, “A Global Optimization Approach for the BMI Problem,” Proc. IEEE CDC, 2009–2014, 1994.

    Google Scholar 

  8. T. Iwasaki and R.E. Skelton, “All Controllers for the General H Control Problem: LMI Existence Conditions and State Space Formulas,” Automatica, 30(8):1307–1318, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  9. T. Iwasaki and R.E. Skelton, “The XY-centering algorithm for the dual LMI problem: A new approach to fixed order control design,” Int. J. Control, 62(6): 1257–1272, 1995.

    Article  MATH  MathSciNet  Google Scholar 

  10. H. Konno and T. Kuno, “Linear multiplicative programming,” Mathematical Programming, 56: 51–64, 1992.

    Article  MATH  MathSciNet  Google Scholar 

  11. T. Kuno and H. Konno, “A Parametric Successive Underestimation Method for Convex Multiplicative Programming Problems,” Journal of Global Optimization, 1: 267–286, 1991.

    Article  MATH  MathSciNet  Google Scholar 

  12. M. Mesbahi and G.P. Papavassilopoulos, “On the Rank Minimization Problem Over a Positive Semidefinite Linear Matrix Inequality,” IEEE Trans. Automat. Contr., AC-42(2):239–243, 1997.

    Article  MathSciNet  Google Scholar 

  13. G.L. Nemhauser, A.H.G. Rinnooy Kan and M.J. Todd (Eds.), Optimization: Handbooks in Operations Research and Management Science, 1, Esevier, 1989.

    Google Scholar 

  14. A. Packard, “Gain scheduling via linear fractional transformations,” Syst. Contr. Lett., 22:79–92, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  15. A. Packard, K. Zhou, P. Pandey and G. Becker, “A Collection of robust control problem leading to LMIs,” Proc. IEEE CDC, 1245–1250, 1991.

    Google Scholar 

  16. M.G. Safonov, K.G. Goh, and J.H. Ly, “Control System Synthesis via Bilinear Matrix Inequalities,” Proc. ACC, 45/49, 1994.

    Google Scholar 

  17. Y. Takano, T. Watanabe and K. Yasuda, “Branch and Bound Technique for Global Solution of BMI,” Trans. SICE, 33(7):701–708, 1997 (in Japanese).

    Google Scholar 

  18. O. Toker and H. Özbay, “On the NP-Hardness of Solving Bilinear Matrix Inequalities and Simultaneous Stabilization with Static Output Feedback,” Proc. ACC, 2525–2526, 1995.

    Google Scholar 

  19. H.D. Tuan and S. Hosoe, “DC optimization approach to robust controls: The optimal scaling value problem,” Proc. ACC, 1997.

    Google Scholar 

  20. L. Vandenberghe and S. P. Boyd, “Semidefinite Programming,” SIAM Review, 38(1):49–95, 1996.

    Article  MATH  MathSciNet  Google Scholar 

  21. Y. Yamada, “Global Optimization for Robust Control Synthesis based on the Matrix Product Eigenvalue Problem,” Ph. D. dissertation, Tokyo Inst. of Tech., 1998.

    Google Scholar 

  22. Y. Yamada and S. Hara, “A Global Algorithm for Scaled Spectral Norm Optimization,” Proc. The 25th SICE Symp. on Control Theory, 177/182, 1996.

    Google Scholar 

  23. Y. Yamada and S. Hara, “Global Optimization for H Control with Block-diagonal Constant Scaling,” Proc. IEEE CDC, 1325–1330, 1996.

    Google Scholar 

  24. Y. Yamada and S. Hara, “The Matrix Product Eigenvalue Problem — Global optimization for the spectral radius of a matrix product under convex constraints —,” Proc. IEEE CDC, 4926–4931, 1997.

    Google Scholar 

  25. Y. Yamada and S. Hara, “Global Optimization for H Control with Constant Diagonal Scaling,” IEEE Trans. AC, AC-43(2): 191–203, 1998.

    MathSciNet  Google Scholar 

  26. Y. Yamada, S. Hara, and H. Fujioka, “Global Optimization for Constantly Scaled H Control Problems,” Proc. ACC, 427–430, 1995.

    Google Scholar 

  27. Y. Yamada, S. Hara, and H. Fujioka, “ε-Feasibility for H Control Problem with Constant Diagonal Scaling,” Trans. SICE, 33(3): 155–162, 1997.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Yutaka Yamamoto PhD Shinji Hara PhD

Rights and permissions

Reprints and permissions

Copyright information

© 1999 Springer-Verlag London Limited

About this paper

Cite this paper

Hara, S., Yamada, Y. (1999). Computational complexity in robust controller synthesis. In: Yamamoto, Y., Hara, S. (eds) Learning, control and hybrid systems. Lecture Notes in Control and Information Sciences, vol 241. Springer, London. https://doi.org/10.1007/BFb0109721

Download citation

  • DOI: https://doi.org/10.1007/BFb0109721

  • Published:

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-076-7

  • Online ISBN: 978-1-84628-533-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Navigation