论文标题
在对称的高斯 - seidel admm算法上,用于$ \ mathcal {h} _ \ infty $保证成本控制,并使用凸参数化
On Symmetric Gauss-Seidel ADMM Algorithm for $\mathcal{H}_\infty$ Guaranteed Cost Control with Convex Parameterization
论文作者
论文摘要
本文涉及对称的高斯 - 塞德尔ADMM算法的创新开发,以解决H-Infinity保证的成本控制问题。在存在参数不确定性的情况下,H-Infinity保证的成本控制问题通常会导致大规模优化。这是由于与参数不确定性数量有关的极端系统数量的指数增长。在这项工作中,通过Youla-Kucera参数化的变体,稳定控制器在凸集中进行了参数化。得出的结果是,H-侵略性保证的成本控制问题将转换为凸优化问题。基于使用Schur补体的适当重新制定,它可能会使ADMM算法向后和向前扫描使用ADMM算法。值得注意的是,这种方法减轻了许多H-侵点优化问题的典型计算负担,同时表现出良好的收敛保证,这对于相关的大规模优化程序尤其重要。通过这种方法,可以确保所需的稳健稳定性,并在存在参数不确定性的情况下保持干扰衰减在最小水平。同样重要的是,随着获得的有效性,该方法显然在各种重要的控制器合成问题中具有广泛的适用性,例如分散的控制,稀疏控制和输出反馈控制问题。
This paper involves the innovative development of a symmetric Gauss-Seidel ADMM algorithm to solve the H-infinity guaranteed cost control problem. In the presence of parametric uncertainties, the H-infinity guaranteed cost control problem generally leads to the large-scale optimization. This is due to the exponential growth of the number of the extreme systems involved with respect to the number of parametric uncertainties. In this work, through a variant of the Youla-Kucera parameterization, the stabilizing controllers are parameterized in a convex set; yielding the outcome that the H-infinity guaranteed cost control problem is converted to a convex optimization problem. Based on an appropriate re-formulation using the Schur complement, it then renders possible the use of the ADMM algorithm with symmetric Gauss-Seidel backward and forward sweeps. Significantly, this approach alleviates the often-times prohibitively heavy computational burden typical in many H-infinity optimization problems while exhibiting good convergence guarantees, which is particularly essential for the related large-scale optimization procedures involved. With this approach, the desired robust stability is ensured, and the disturbance attenuation is maintained at the minimum level in the presence of parametric uncertainties. Rather importantly too, with the attained effectiveness, the methodology thus evidently possesses extensive applicability in various important controller synthesis problems, such as decentralized control, sparse control, and output feedback control problems.