Journal Article

·2010 OPEN ACCESS

Hermite matrix in Lagrange basis for scaling static output feedback polynomial matrix inequalities

Akın Delibaşı YTU , Didier Henrion

International Journal of Control

Abstract

Using Hermite's formulation of polynomial stability conditions, static output feedback (SOF) controller design can be formulated as a polynomial matrix inequality (PMI), a (generally nonconvex) nonlinear semidefinite programming problem that can be solved (locally) with PENNON, an implementation of a penalty and augmented Lagrangian method. Typically, Hermite SOF PMI problems are badly scaled and experiments reveal that this has a negative impact on the overall performance of the solver. In this note we recall the algebraic interpretation of Hermite's quadratic form as a particular Bézoutian and we use results on polynomial interpolation to express the Hermite PMI in a Lagrange polynomial basis, as an alternative to the conventional power basis. Numerical experiments on benchmark problem instances show the improvement brought by the approach, in terms of problem scaling, number of iterations and convergence behaviour of PENNON.

Keywords

Mathematics Hermite interpolation Hermite polynomials Matrix polynomial Polynomial Applied mathematics Semidefinite programming Matrix (chemical analysis) Solver Mathematical optimization Mathematical analysis

Subject Areas

Matrix Theory and Algorithms ·Computational Theory and Mathematics ·Physical Sciences
Stability and Control of Uncertain Systems ·Control and Systems Engineering ·Physical Sciences
Advanced Optimization Algorithms Research ·Numerical Analysis ·Physical Sciences

Citations by Year