arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1904.12976math.OC
收藏

最优正线性系的几何规划

Geometric Programming for Optimal Positive Linear Systems

Masaki Ogura, Masako Kishida, James Lam

摘要:

本文研究正线性系的参数整定问题,以优化其稳定性。我们具体表明,在一定的规律性假设的参数化,找到最小成本的参数,达到给定的要求,系统范数的问题减少到一个\emph{geometric program},这反过来又可以准确和有效地解决凸优化。几何规划的灵活性允许系统的状态、输入和输出矩阵同时取决于待调整的参数。所考虑的系统范数类包括$H^2$范数、$H^\infty$范数、Hankel范数和Schatten $p$ -范数。此外,参数调整问题,以确保系统的鲁棒稳定性下的结构不确定性被证明是解决的几何规划。该优化框架进一步扩展到时滞正线性系,证明了由指数衰减率、$\mathcal L^1$ -增益和$\mathcal L^\infty$ -增益共同约束的参数整定问题可以通过凸优化求解.系统参数化的假设是在正项函数,形成了广泛的功能,从而使我们能够处理各种有趣的正线性系所产生的,例如,动态缓冲网络和流行病传播过程。我们提出的数值例子来说明所提出的优化框架的有效性。

英文摘要:

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the minimum-cost parameters that achieve a given requirement on a system norm reduces to a \emph{geometric program}, which in turn can be exactly and efficiently solved by convex optimization. The flexibility of geometric programming allows the state, input, and output matrices of the system to simultaneously depend on the parameters to be tuned. The class of system norms under consideration includes the $H^2$ norm, $H^\infty$ norm, Hankel norm, and Schatten $p$-norm. Also, the parameter tuning problem for ensuring the robust stability of the system under structural uncertainties is shown to be solved by geometric programming. The proposed optimization framework is further extended to delayed positive linear systems, where it is shown that the parameter tunning problem jointly constrained by the exponential decay rate, the $\mathcal L^1$-gain, and the $\mathcal L^\infty$-gain can be solved by convex optimization. The assumption on the system parametrization is stated in terms of posynomial functions, which form a broad class of functions and thus allow us to deal with various interesting positive linear systems arising from, for example, dynamical buffer networks and epidemic spreading processes. We present numerical examples to illustrate the effectiveness of the proposed optimization framework.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑