Optimization with affine homogeneous quadratic integral inequality constraints
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Published version
Author(s)
Fantuzzi, G
Wynn, A
Goulart, P
Papachristodoulou, A
Type
Journal Article
Abstract
We introduce a new technique to optimize a linear cost function subject to an affine homogeneous quadratic integral inequality, i.e. the requirement that a homogeneous quadratic integral functional affine in the optimization variables is non-negative over a space of functions defined by homogeneous boundary conditions. Such problems arise in control and stability or input-to-state/output analysis of systems governed by partial differential equations (PDEs), particularly fluid dynamical systems. We derive outer approximations for the feasible set of a homogeneous quadratic integral inequality in terms of linear matrix inequalities (LMIs), and show that a convergent sequence of lower bounds for the optimal cost can be computed with a sequence of semidefinite programs (SDPs). We also obtain inner approximations in terms of LMIs and sum-of-squares constraints, so upper bounds for the optimal cost and strictly feasible points for the integral inequality can be computed with SDPs. We present QUINOPT, an open-source add-on to YALMIP to aid the formulation and solution of our SDPs, and demonstrate our techniques on problems arising from the stability analysis of PDEs.
Date Issued
2017-12-01
Date Acceptance
2017-04-26
Citation
IEEE Transactions on Automatic Control, 2017, 62 (12), pp.6221-6236
ISSN
0018-9286
Publisher
Institute of Electrical and Electronics Engineers
Start Page
6221
End Page
6236
Journal / Book Title
IEEE Transactions on Automatic Control
Volume
62
Issue
12
Copyright Statement
© 2017 IEEE. This work is licensed under a Creative Commons Attribution 3.0 License. For more information, see http://creativecommons.org/licenses/by/3.0/
Sponsor
Engineering and Physical Sciences Research Council
Identifier
https://ieeexplore.ieee.org/document/7959080
Grant Number
1864077
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Engineering
Integral inequalities
partial differential equations (PDEs)
semidefinite programming
sum-of-squares optimization
ENERGY-DISSIPATION
VARIATIONAL BOUNDS
INCOMPRESSIBLE FLOWS
PROGRAMS
SYSTEMS
math.OC
math.OC
35A23, 90C22
0102 Applied Mathematics
0906 Electrical and Electronic Engineering
0913 Mechanical Engineering
Industrial Engineering & Automation
Publication Status
Published
Date Publish Online
2017-06-26