Multidimensional global extremum seeking via the DIRECT optimisation algorithm

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• 作者：Sei Zhen Khong^a ; ¹ ; ^{szkhong@unimelb.edu.au}Author Vitae ; Dragan Ne&scaron ; i?^a ; ^{dnesic@unimelb.edu.au}Author Vitae ; Chris Manzie^b ; ^{manziec@unimelb.edu.au}Author Vitae ; Ying Tan^a ; ^{yingt@unimelb.edu.au}Author Vitae
• 关键词：Extremum seeking control ; Multidimensional global optimisation ; DIRECT method ; Robustness analysis
• 刊名：Automatica
• 出版年：2013
• 出版时间：July, 2013
• 年：2013
• 卷：49
• 期：7
• 页码：1970-1978
• 全文大小：828 K

文摘

DIRECT is a sample-based global optimisation method for Lipschitz continuous functions defined over compact multidimensional domains. This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants. Finite-time semi-global practical convergence is established based on a periodic sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. Extremum seeking involving multiple units is also considered within the same context as a means to increase the speed of convergence. Numerical examples of global extremum seeking based on DIRECT are presented at the end.