Numerical Algebra, Control & Optimization
June 2017 , Volume 7 , Issue 2
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The aim of this paper is to find the minimum norm solution of a linear system of equations. The proposed method is based on presenting a view of solution on the dual exterior penalty problem of primal quadratic programming. To solve the unconstrained minimization problem, the generalized Newton method was employed and to guarantee its finite global convergence, the Armijo step size regulation was adopted. This method was tested on all systems selected in NETLIB 1. Numerical results were compared with the MOSEK Optimization Software 2 on linear systems in NETLIB (
The paper is devoted to particular cases of H-optimization problems for LTI systems with scalar control and external disturbance. The essence of these problems is to find an output feedback optimal controller having initially given structure to attenuate disturbances action with respect to controlled variable and control. An admissible set of controllers can be additionally restricted by the requirement to assign given poles spectrum of the closed-loop system. Specific features of the posed problems are considered and three simple numerical methods of synthesis are proposed to design correspondent H-optimal controllers. To show the simplicity and effectiveness of the proposed approach and the benefits of developed methods, illustrative examples are enclosed to the paper.
Micro-architectured systems and periodic network structures play an import role in multi-scale physics and material sciences. Mathematical modeling leads to challenging problems on the analytical and the numerical side. Previous studies focused on averaging techniques that can be used to reveal the corresponding macroscopic model describing the effective behavior. This study aims at a mathematical rigorous proof within the framework of homogenization theory. As a model example, the variational form of a self-adjoint operator on a large periodic network is considered. A notion of two-scale convergence for network functions based on a so-called two-scale transform is applied. It is shown that the sequence of solutions of the variational microscopic model on varying networked domains converges towards the solution of the macroscopic model. A similar result is achieved for the corresponding sequence of tangential gradients. The resulting homogenized variational model can be easily solved with standard PDE-solvers. In addition, the homogenized coefficients provide a characterization of the physical system on a global scale. In this way, a mathematically rigorous concept for the homogenization of self-adjoint operators on periodic manifolds is achieved. Numerical results illustrate the effectiveness of the presented approach.
In this paper, we design a primal-dual infeasible interior-point method for circular optimization that uses only full Nesterov-Todd steps. Each main iteration of the algorithm consisted of one so-called feasibility step. Furthermore, giving a complexity analysis of the algorithm, we derive the currently best-known iteration bound for infeasible interior-point methods.
In this paper we consider the special problem of stabilization of controllable orbital motion in a neighborhood of collinear libration point
Optimal control problem without phase and terminal constraints is considered. Conceptions of strongly extremal controls are introduced on the basis of nonstandard functional increment formulas. Such controls are optimal in linear and quadratic problems. In general case optimality property is guaranteed by concavity condition of the Pontryagin function with respect to phase variables.
We consider a class of rightpoint-constrained state-linear (but non convex) optimal control problems, which takes its origin in the impulsive control framework. The main issue is a strengthening of the Pontryagin Maximum Principle for the addressed problem. Towards this goal, we adapt the approach, based on feedback control variations due to V.A. Dykhta [
In this paper, we generalize Malfatti's problem as a continuation of works [
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