Branch and bound algorithm with applications to robust stability

Laleh Ravanbod (), Dominikus Noll () and Pierre Apkarian ()
Additional contact information
Laleh Ravanbod: Université de Toulouse
Dominikus Noll: Université de Toulouse
Pierre Apkarian: ONERA

Journal of Global Optimization, 2017, vol. 67, issue 3, No 5, 553-579

Abstract: Abstract We discuss a branch and bound algorithm for global optimization of NP-hard problems related to robust stability. This includes computing the distance to instability of a system with uncertain parameters, computing the minimum stability degree of a system over a given set of uncertain parameters, and computing the worst case $$H_\infty $$ H ∞ norm over a given parameter range. The success of our method hinges (1) on the use of an efficient local optimization technique to compute lower bounds fast and reliably, (2) a method with reduced conservatism to compute upper bounds, and (3) the way these elements are favorably combined in the algorithm.

Keywords: Branch and bound; Dynamical system; Parametric robustness; Stability margin; Minimum stability degree; Nonsmooth optimization; Frequency decomposition (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10898-016-0424-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:67:y:2017:i:3:d:10.1007_s10898-016-0424-6

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-016-0424-6

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().