بهینه سازی محدب و کاربردهای آن- مباحث ویژه
Convex Optimization and Applications
Department of Electrical Engineering,
General Amirkabir University of Technology (Tehran Polytechnic)
Information Winter 2010, 3 credits
Class times: Sun,Tue: 15:00 16:30 (lecture)
Class location:
Instructor Behzad Samadi
O ce location:
3rd oor, Abourayhan Building,
Department of Electrical Engineering,
Amirkabir University of Technology
O ce hours: Sun,Tue: 14:0015:00 (by appointment)
email:
[email protected] webpage: http://ele.aut.ac.ir/~bsamadi
Course Content
• Introduction
Mathematical optimization
Least-squares and linear programming
Convex optimization
Nonlinear optimization
• Convex sets
A ne and convex sets
Operations that preserve convexity
• Convex functions
Basic properties and examples
Operations that preserve convexity
The conjugate function
Quasiconvex functions
• Convex optimization problems
Linear optimization problems
Quadratic optimization problems
Geometric programming
Vector optimization
1
• Linear Matrix Inequalities (LMI)
What are LMI's and what are they good for?
Stability: linear time-invariant, time-varying or non-linear systems
• Performance
Dissipativity
Quadratic performance and specializations (H1 , passivity)
H2 performance and generalizations
• Synthesis
State-feedback and estimation problems
Output feedback synthesis
• Multi-objective Control
Youla parametrization and genuine multi-objective controller syn-
thesis
Robust controller design
• Parameter Robust Stability
Robust stability against time-invariant and time-varying uncertain-
ties
Parameter dependent Lyapunov functions
Semi-in nite LMI problems and relaxations
• Robust Optimization and Lagrange Duality
Introduction to robust optimization and robust LMI problems
Lagrange duality
How to construct tractable relaxations
• Dynamic Robustness
Linear fractional representations
Robust stability tests with multipliers
Relations to the structured singular value
• LPV synthesis
Linear parametrically-varying controller synthesis
Direct approach
Multiplier approach
• Polynommial optimization
Sum of Square (SOS) optimization
[1, 2, 3]
2
References
[1] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan. Linear Matrix In-
equalities in System and Control Theory (Studies in Applied Mathematics).
SIAM, Philadelphia, 1994.
[2] Stephen Boyd and Lieven Vandenberghe. Convex Optimization. Cambridge
University Press, Cambridge, 2004.
[3] C. Scherer and S. Weiland. Linear Matrix Inequalities in Control. 2005.
Evaluation
Project 30%
Midterm اردیبهشت۱۴ سه شنبه 30%
Final 40%
Academic Integrity Any kind of academic dishonesty will not be tolerated.
The instructor reserves the right to change this syllabus as needed. All
Notes
changes will be announced in class.
