Branch and bound algorithm with applications to robust stability

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• 作者：Laleh Ravanbod ; Dominikus Noll ; Pierre Apkarian
• 关键词：Branch and bound ; Dynamical system ; Parametric robustness ; Stability margin ; Minimum stability degree ; Nonsmooth optimization ; Frequency decomposition
• 刊名：Journal of Global Optimization
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：67
• 期：3
• 页码：553-579
• 全文大小：
• 刊物类别：Business and Economics
• 刊物主题：Optimization; Operation Research/Decision Theory; Real Functions; Computer Science, general;
• 出版者：Springer US
• ISSN：1573-2916
• 卷排序：67

文摘

We discuss a branch and bound algorithm for global optimization of NP-hard problems related to robust stability. This includes computing the distance to instability of a system with uncertain parameters, computing the minimum stability degree of a system over a given set of uncertain parameters, and computing the worst case \(H_\infty \) norm over a given parameter range. The success of our method hinges (1) on the use of an efficient local optimization technique to compute lower bounds fast and reliably, (2) a method with reduced conservatism to compute upper bounds, and (3) the way these elements are favorably combined in the algorithm.