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33 results on '"Henrion, Didier"'

1. Infinite-dimensional moment-SOS hierarchy for nonlinear partial differential equations

Author

Henrion, Didier, Infusino, Maria, Kuhlmann, Salma, Vinnikov, Victor, Department of Control Engineering, Faculty of Electrical Engineering [Prague], Czech Technical University in Prague (CTU), Equipe Polynomial OPtimization (LAAS-POP), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Università degli Studi di Cagliari = University of Cagliari (UniCa), Universität Konstanz, and Ben-Gurion University of the Negev (BGU)

Subjects
Mathematics - Functional Analysis, Primary 90C25, Secondary 90C22, 13J30, 44A60, 46N10, 47A57, Mathematics - Analysis of PDEs, Optimization and Control (math.OC), FOS: Mathematics, [INFO]Computer Science [cs], [MATH]Mathematics [math], Mathematics - Optimization and Control, Analysis of PDEs (math.AP), Functional Analysis (math.FA)
Abstract

We formulate a class of nonlinear {evolution} partial differential equations (PDEs) as linear optimization problems on moments of positive measures supported on infinite-dimensional vector spaces. Using sums of squares (SOS) representations of polynomials in these spaces, we can prove convergence of a hierarchy of finite-dimensional semidefinite relaxations solving approximately these infinite-dimensional optimization problems. As an illustration, we report on numerical experiments for solving the heat equation subject to a nonlinear perturbation., Comment: 24 pages, 1 table, 3 figures

Published
2023

2. Occupation measure relaxations in variational problems: the role of convexity

Author

Henrion, Didier, Korda, Milan, Kružík, Martin, Rios-Zertuche, Rodolfo, Department of Control Engineering, Faculty of Electrical Engineering [Prague], Czech Technical University in Prague (CTU), Equipe Polynomial OPtimization (LAAS-POP), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Institute of Information Theory and Automation of the Czech Academy of Sciences (UTIA / CAS), Czech Academy of Sciences [Prague] (CAS), and Faculty of Civil Engineering, Czech Technical University in Prague (FCE CTU)

Subjects
Optimization and Control (math.OC), FOS: Mathematics, [MATH]Mathematics [math], Mathematics - Optimization and Control
Abstract

This work addresses the occupation measure relaxation of calculus of variations problems, which is an infinite-dimensional linear programming relaxation amenable to numerical approximation by a hierarchy of semidefinite optimization problems. We address the problem of equivalence of this relaxation to the original problem. Our main result provides sufficient conditions for this equivalence. These conditions, revolving around the convexity of the data, are simple and apply in very general settings that may be of arbitrary dimensions and may include pointwise and integral constraints, thereby considerably strengthening the existing results. Our conditions are also extended to optimal control problems. In addition, we demonstrate how these results can be applied in non-convex settings, showing that the occupation measure relaxation is at least as strong as the convexification using the convex envelope; in doing so, we prove that a certain weakening of the occupation measure relaxation is equivalent to the convex envelope. This opens the way to application of the occupation measure relaxation in situations where the convex envelope relaxation is known to be equivalent to the original problem, which includes problems in magnetism and elasticity.

Published
2023

3. Polynomial argmin for recovery and approximation of multivariate discontinuous functions

Author

Henrion, Didier, Korda, Milan, Lasserre, Jean-Bernard, Department of Control Engineering, Faculty of Electrical Engineering [Prague], Czech Technical University in Prague (CTU), Equipe Polynomial OPtimization (LAAS-POP), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Programme DesCartes supported by the National Research Foundation, Prime Minister's Office, Singapore under its Campus for Research Excellence and Technological Enterprise (CREATE) programme., ANR-20-CE48-0014,NuSCAP,Sûreté numérique pour les preuves assistées par ordinateur(2020), and ANR-19-PI3A-0004,Future - PI3A

Subjects
Optimization and Control (math.OC), FOS: Mathematics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Numerical Analysis (math.NA), Mathematics - Numerical Analysis, Mathematics - Optimization and Control, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Abstract

We propose to approximate a (possibly discontinuous) multivariate function f (x) on a compact set by the partial minimizer arg miny p(x, y) of an appropriate polynomial p whose construction can be cast in a univariate sum of squares (SOS) framework, resulting in a highly structured convex semidefinite program. In a number of non-trivial cases (e.g. when f is a piecewise polynomial) we prove that the approximation is exact with a low-degree polynomial p. Our approach has three distinguishing features: (i) It is mesh-free and does not require the knowledge of the discontinuity locations. (ii) It is model-free in the sense that we only assume that the function to be approximated is available through samples (point evaluations). (iii) The size of the semidefinite program is independent of the ambient dimension and depends linearly on the number of samples. We also analyze the sample complexity of the approach, proving a generalization error bound in a probabilistic setting. This allows for a comparison with machine learning approaches.

Published
2023

4. Algebraic certificates for the truncated moment problem

Author

Henrion, Didier, Naldi, Simone, Safey El Din, Mohab, Department of Control Engineering, Faculty of Electrical Engineering [Prague], Czech Technical University in Prague (CTU), Equipe Polynomial OPtimization (LAAS-POP), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), XLIM (XLIM), Université de Limoges (UNILIM)-Centre National de la Recherche Scientifique (CNRS), Polynomial Systems (PolSys), LIP6, Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), EOARD-AFOSR grant agreement {FA8665-20-1-7029}., ANR-18-CE33-0011,SESAME,Singularités Et Stabilité des AsservisseMEnts référencés capteurs(2018), ANR-19-CE40-0018,DeRerumNatura,Décider l'irrationalité et la transcendance(2019), ANR-21-CE48-0006,HYPERSPACE,Polynômes Hyperboliques : Algorithmes, Complexité, Implantations(2021), ANR-19-CE48-0015,ECARP,Algorithmes efficaces et exacts pour la planification de trajectoire en robotique(2019), European Project: 813211,H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions (Main Programme), and H2020-EU.1.3.1. - Fostering new skills by means of excellent initial training of researchers ,10.3030/813211,POEMA(2019)

Subjects
sums of squares, Mathematics - Algebraic Geometry, semialgebraic sets, Optimization and Control (math.OC), FOS: Mathematics, moments, real algebraic geometry, [MATH.MATH-AG]Mathematics [math]/Algebraic Geometry [math.AG], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], algorithms, complexity, Algebraic Geometry (math.AG), Mathematics - Optimization and Control
Abstract

The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomials of bounded degree with respect to a non-negative measure on a given set K of a finite-dimensional Euclidean space. This problem has plenty of applications e.g. in optimization, control theory and statistics. When K is a compact semialgebraic set, the duality between the cone of moments of non-negative measures on K and the cone of non-negative polynomials on K yields an alternative: either y is a moment vector, or y is not a moment vector, in which case there exists a polynomial strictly positive on K making a linear functional depending on y vanish. Such a polynomial is an algebraic certificate of moment unrepresentability. We study the complexity of computing such a certificate using computer algebra algorithms.

Published
2023

5. Symmetry reduction and recovery of trajectories of optimal control problems via measure relaxations

Author

Augier, Nicolas, Henrion, Didier, Korda, Milan, Magron, Victor, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Equipe Polynomial OPtimization (LAAS-POP), Czech Technical University in Prague (CTU), This work was supported by the FastQI grant funded by the Institut Quantique Occitan, the PHC Proteus grant 46195TA as well as by the National Research Foundation, Prime Minister’s Office, Singapore under its Campus for Research Excellence and Technological Enterprise (CREATE) programme., ANR-11-LABX-0040,CIMI,Centre International de Mathématiques et d'Informatique (de Toulouse)(2011), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019), European Project: 813211,H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions (Main Programme), and H2020-EU.1.3.1. - Fostering new skills by means of excellent initial training of researchers ,10.3030/813211,POEMA(2019)

Subjects
49M20, 90C22, 93C10, 28A99, Optimization and Control (math.OC), FOS: Mathematics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

We address the problem of symmetry reduction of optimal control problems under the action of a finite group from a measure relaxation viewpoint. We propose a method based on the moment-SOS aka Lasserre hierarchy which allows one to significantly reduce the computation time and memory requirements compared to the case without symmetry reduction. We show that the recovery of optimal trajectories boils down to solving a symmetric parametric polynomial system. Then we illustrate our method on the symmetric integrator and the time-optimal inversion of qubits., Comment: 38 pages, 23 figures

Published
2023
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6. Time-Varying Semidefinite Programming: Geometry of the Trajectory of Solutions

Author

Bellon, Antonio, Henrion, Didier, Kungurtsev, Vyacheslav, Mareček, Jakub, Czech Technical University in Prague (CTU), Equipe Polynomial OPtimization (LAAS-POP), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), and Université Fédérale Toulouse Midi-Pyrénées

Subjects
Optimization and Control (math.OC), FOS: Mathematics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

In many applications, solutions of convex optimization problems must be updated on-line, as functions of time. In this paper, we consider timevarying semidefinite programs (TV-SDP), which are linear optimization problems in the semidefinite cone whose coefficients (input data) depend on time. We are interested in the geometry of the solution (output data) trajectory, defined as the set of solutions depending on time. We propose an exhaustive description of the geometry of the solution trajectory. As our main result, we show that only 6 distinct behaviors can be observed at a neighborhood of a given point along the solution trajectory. Each possible behavior is then illustrated by an example.

Published
2022

7. Optimized Thermal-Aware Job Scheduling and Control of Data Centers

Author

van Damme, Tobias, De Persis, Claudio, Tesi, Pietro, Dochain, Denis, Henrion, Didier, Peaucelle, Dimitri, and Smart Manufacturing Systems

Subjects
Job scheduler, Mathematical optimization, 0209 industrial biotechnology, Optimization problem, Computer science, Real-time computing, ENERGY-EFFICIENT, Systems and Control (eess.SY), 02 engineering and technology, computer.software_genre, cyber-physical systems, 020901 industrial engineering & automation, Control theory, Server, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, MANAGEMENT, Electrical and Electronic Engineering, Mathematics - Optimization and Control, Karush-Kuhn-Tucker conditions, Lyapunov methods, 020203 distributed computing, business.industry, optimization and control of data centers, Workload, Energy consumption, Reliability engineering, Control of constrained systems, Optimization and Control (math.OC), Control and Systems Engineering, Computer Science - Systems and Control, Data center, business, computer, Efficient energy use
Abstract

Analyzing data centers with thermal-aware optimization techniques is a viable approach to reduce energy consumption of data centers. By taking into account thermal consequences of job placements among the servers of a data center, it is possible to reduce the amount of cooling necessary to keep the servers below a given safe temperature threshold. We set up an optimization problem to analyze and characterize the optimal setpoints for the workload distribution and the supply temperature of the cooling equipment. Furthermore under mild assumptions we design and analyze controllers that drive the data center to the optimal state without knowledge of the current total workload to be handled by the data center. The response of our controller is validated by simulations and convergence to the optimal setpoints is achieved under varying workload conditions.

Published
2019

8. Graph Recovery From Incomplete Moment Information

Author

Henrion, Didier, Lasserre, Jean, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Faculty of Electrical Engineering [Prague] (FEL CTU), Czech Technical University in Prague (CTU), Institut de Mathématiques de Toulouse UMR5219 (IMT), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), ANR-20-CE48-0014,NuSCAP,Sûreté numérique pour les preuves assistées par ordinateur(2020), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), and Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Moment problem, Computational Mathematics, Optimization and Control (math.OC), Sparse signals, General Mathematics, Inverse problem, FOS: Mathematics, Semidefinite programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control, Analysis
Abstract

To appear in Constructive Approximation; We investigate a class of moment problems, namely recovering a measure supported on the graph of a function from partial knowledge of its moments, as for instance in some problems of optimal transport or density estimation. We show that the sole knowledge of first degree moments of the function, namely linear measurements, is sufficient to obtain asymptotically all the other moments by solving a hierarchy of semidefinite relax-ations (viewed as moment matrix completion problems) with a specific sparsity inducing criterion related to a weighted 1-norm of the moment sequence of the measure. The resulting sequence of optimal solutions converges to the whole moment sequence of the measure which is shown to be the unique optimal solution of a certain infinite-dimensional linear optimization problem (LP). Then one may recover the function by a recent extraction algorithm based on the Christoffel-Darboux kernel associated with the measure. Finally, the support of such a measure supported on a graph is a meager, very thin (hence sparse) set. Therefore the LP on measures with this sparsity inducing criterion can be interpreted as an analogue for infinite-dimensional signals of the LP in super-resolution for (sparse) atomic signals. In data science, it is often relevant to process moments of a signal instead of the signal itself. For complex valued signals, the moments are Fourier coefficients, and many filtering operations are efficiently carried out in the sequence of moments. In numerical approximation algorithms, many operations on real valued signals are more efficiently implemented in their sequence of Chebyshev coefficients [19]. In the moment-SOS hierarchy approach, many nonlinear nonconvex problems are reformulated and solved approximately in the sequence of moments; see [13, 12] and references therein. Once moments or approximate moments have been computed, one is faced with the inverse problem of reconstructing the signal from its moments. The recent work [15] describes an algorithm based on the Christoffel-Darboux kernel, to recover the graph of a function from knowledge of its moments. Its novelty (and distinguishing feature) is to approximate the graph of the function (rather than the function itself) with a semialgebraic function (namely a minimizer of a sum of squares of polynomials) with L 1 and pointwise convergence guarantees for an increasing number of input moments. In

Published
2020

9. SPECTRA – a Maple library for solving linear matrix inequalities in exact arithmetic

Author

Din, Mohab Safey El, Henrion, Didier, Naldi, Simone, Safey, Mohab, Din, El, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Czech Technical University in Prague (CTU), Technische Universität Dortmund [Dortmund] (TU), Polynomial Systems (PolSys), Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-LIP6, Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), European Project: 666981,H2020,ERC-2014-ADG,TAMING(2015), Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse 1 Capitole (UT1)-Université Toulouse - Jean Jaurès (UT2J)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse 1 Capitole (UT1)-Université Toulouse - Jean Jaurès (UT2J), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), and Université Fédérale Toulouse Midi-Pyrénées

Subjects
FOS: Computer and information sciences, Computer Science - Symbolic Computation, Control and Optimization, MathematicsofComputing_NUMERICALANALYSIS, Linear matrix inequalities, 010103 numerical & computational mathematics, Symbolic Computation (cs.SC), Linear matrix, engineering.material, 01 natural sciences, Mathematics - Algebraic Geometry, Polynomial sums of squares, Symbolic computation, Real algebraic geometry, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, FOS: Mathematics, Computer Science::Symbolic Computation, Semidefinite programming, 0101 mathematics, Algebra over a field, Arithmetic, Algebraic Geometry (math.AG), Mathematics - Optimization and Control, Mathematics, Discrete mathematics, Maple, [INFO.INFO-SC]Computer Science [cs]/Symbolic Computation [cs.SC], Applied Mathematics, 010102 general mathematics, Degenerate energy levels, Algebra, Optimization and Control (math.OC), engineering, Computer algebra, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-AG]Mathematics [math]/Algebraic Geometry [math.AG], Software, Low rank matrices
Abstract

This document describes our freely distributed Maple library {\sc spectra}, for Semidefinite Programming solved Exactly with Computational Tools of Real Algebra. It solves linear matrix inequalities with symbolic computation in exact arithmetic and it is targeted to small-size, possibly degenerate problems for which symbolic infeasibility or feasibility certificates are required., Significantly extended version

Published
2019

10. Maximal Positive Invariant Set Determination for Transient Stability Assessment in Power Systems

Author

Oustry , Antoine, CARDOZO , Carmen, Panciatici , Patrick, Henrion , Didier, Laboratoire d'informatique de l'École polytechnique [Palaiseau] ( LIX ), Centre National de la Recherche Scientifique ( CNRS ) -École polytechnique ( X ), Réseau de Transport d'Electricité-RTE, Équipe Méthodes et Algorithmes en Commande ( LAAS-MAC ), Laboratoire d'analyse et d'architecture des systèmes [Toulouse] ( LAAS ), Centre National de la Recherche Scientifique ( CNRS ) -Université Toulouse III - Paul Sabatier ( UPS ), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse ( INSA Toulouse ), Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Institut National Polytechnique [Toulouse] ( INP ) -Centre National de la Recherche Scientifique ( CNRS ) -Université Toulouse III - Paul Sabatier ( UPS ), Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Institut National Polytechnique [Toulouse] ( INP ), Czech Technical University in Prague, Faculty of Electrical Engineering, and Department of Control Engineering

Subjects
[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC], power systems, convex optimization, [ SPI.NRJ ] Engineering Sciences [physics]/Electric power, Optimization and Control (math.OC), [ SPI.AUTO ] Engineering Sciences [physics]/Automatic, FOS: Mathematics, Mathematics - Optimization and Control
Abstract

This paper assesses the transient stability of a synchronous machine connected to an infinite bus through the notion of invariant sets. The problem of computing a conservative approximation of the maximal positive invariant set is formulated as a semi-definitive program based on occupation measures and Lasserre's relaxation. An extension of the proposed method into a robust formulation allows us to handle Taylor approximation errors for non-polynomial systems. Results show the potential of this approach to limit the use of extensive time domain simulations provided that scalability issues are addressed.

Published
2018
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11. Moments and convex optimization for analysis and control of nonlinear partial differential equations

Author

Korda, Milan, Henrion, Didier, Lasserre, Jean-Bernard, UCSB (UCSB), University of California [Santa Barbara] (UCSB), University of California-University of California, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, České Vysoké Učení Technické (CVUT), Institut de Mathématiques de Toulouse UMR5219 (IMT), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), and European Project: 666981,H2020,ERC-2014-ADG,TAMING(2015)

Subjects
Mathematics - Analysis of PDEs, Optimization and Control (math.OC), MathematicsofComputing_NUMERICALANALYSIS, FOS: Mathematics, [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], Semidefinite programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Partial differential equations, Mathematics - Optimization and Control, Convex optimization, Occupation measure, Optimal control, Analysis of PDEs (math.AP)
Abstract

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space of Borel measures. This equation is then used as a constraint of an infinite-dimensional linear programming problem (LP). This LP is then approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems (SDPs). In the case of analysis of uncontrolled PDEs, the solutions to these SDPs provide bounds on a specified, possibly nonlinear, functional of the solutions to the PDE; in the case of PDE control, the solutions to these SDPs provide bounds on the optimal value of a given optimal control problem as well as suboptimal feedback controllers. The entire approach is based purely on convex optimization and does not rely on spatio-temporal gridding, even though the PDE addressed can be fully nonlinear. The approach is applicable to a very broad class nonlinear PDEs with polynomial data. Computational complexity is analyzed and several complexity reduction procedures are described. Numerical examples demonstrate the approach.

Published
2018
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12. Opinion evolution in time-varying social influence networks with prejudiced agents

Author

Proskurnikov, A.V., Tempo, Roberto, Cao, Ming, Friedkin, Noah E., Dochain, Denis, Henrion, Didier, Peaucelle, Dimitri, and Discrete Technology and Production Automation

Subjects
FOS: Computer and information sciences, 0209 industrial biotechnology, 050402 sociology, Interpersonal influence, Pooling, FOS: Physical sciences, Systems and Control (eess.SY), 02 engineering and technology, Electrical Engineering and Systems Science - Systems and Control, Social group, 020901 industrial engineering & automation, Extension (metaphysics), 0504 sociology, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Mathematics - Optimization and Control, Simple (philosophy), Social influence, Social and Information Networks (cs.SI), math.OC, 05 social sciences, Computer Science - Social and Information Networks, cs.SY, Nonlinear Sciences - Adaptation and Self-Organizing Systems, Optimization and Control (math.OC), Control and Systems Engineering, Salient, nlin.AO, Psychology, cs.SI, Adaptation and Self-Organizing Systems (nlin.AO), Social psychology, Mechanism (sociology)
Abstract

Investigation of social influence dynamics requires mathematical models that are "simple" enough to admit rigorous analysis, and yet sufficiently "rich" to capture salient features of social groups. Thus, the mechanism of iterative opinion pooling from (DeGroot, 1974), which can explain the generation of consensus, was elaborated in (Friedkin and Johnsen, 1999) to take into account individuals' ongoing attachments to their initial opinions, or prejudices. The "anchorage" of individuals to their prejudices may disable reaching consensus and cause disagreement in a social influence network. Further elaboration of this model may be achieved by relaxing its restrictive assumption of a time-invariant influence network. During opinion dynamics on an issue, arcs of interpersonal influence may be added or subtracted from the network, and the influence weights assigned by an individual to his/her neighbors may alter. In this paper, we establish new important properties of the (Friedkin and Johnsen, 1999) opinion formation model, and also examine its extension to time-varying social influence networks., accepted to IFAC World Congress 2017, Toulouse, France

Published
2017

13. Positivity certificates in optimal control

Author

Pauwels, Edouard, Henrion, Didier, and Lasserre, Jean-Bernard

Subjects
Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control
Abstract

We propose a tutorial on relaxations and weak formulations of optimal control with their semidefinite approximations. We present this approach solely through the prism of positivity certificates which we consider to be the most accessible for a broad audience, in particular in the engineering and robotics communities. This simple concept allows to express very concisely powerful approximation certificates in control. The relevance of this technique is illustrated on three applications: region of attraction approximation, direct optimal control and inverse optimal control, for which it constitutes a common denominator. In a first step, we highlight the core mechanisms underpinning the application of positivity in control and how they appear in the different control applications. This relies on simple mathematical concepts and gives a unified treatment of the applications considered. This presentation is based on the combination and simplification of published materials. In a second step, we describe briefly relations with broader literature, in particular, occupation measures and Hamilton-Jacobi-Bellman equation which are important elements of the global picture. We describe the Sum-Of-Squares (SOS) semidefinite hierarchy in the semialgebraic case and briefly mention its convergence properties. Numerical experiments on a classical example in robotics, namely the nonholonomic vehicle, illustrate the concepts presented in the text for the three applications considered.

Published
2016

14. Randomized Approximations of the Image Set of Nonlinear Mappings with Applications to Filtering

Author

Dabbene, Fabrizio, Henrion, Didier, Lagoa, Constantino, Shcherbakov, Pavel, Institute of Electronics, Computer and Telecommunication Engineering (IEIIT-CNR), Politecnico di Torino = Polytechnic of Turin (Polito)-Consiglio Nazionale delle Ricerche [Torino] (CNR), Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Czech Technical University in Prague (CTU), Department of Computer Science and Engineering [University Park], Pennsylvania State University (Penn State), Penn State System-Penn State System, Institute of Control Sciences [Moscou] (ICS), Russian Academy of Sciences [Moscow] (RAS), CNR Institute of Electronics, Computer and Telecommunication Engineering [Torino] (CNR | IEIIT), CNR Istituto di elettronica e di ingegneria dell'informazione e delle telecomunicazioni (CNR | IEIIT), National Research Council of Italy | Consiglio Nazionale delle Ricerche (CNR)-National Research Council of Italy | Consiglio Nazionale delle Ricerche (CNR), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], Computer Science - Systems and Control, Systems and Control (eess.SY), [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

International audience; The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a nonlinear function.We introduce minimum-volume approximations which have the characteristic of guaranteeing a low probability of violation, i.e.,we admit for a probability that some points in the image set are not contained in the approximating set,but this probability is kept below a pre-specified threshold.In the second part of the paper, this idea is then exploited to develop a new family of randomized prediction-corrector filters.These filters represent a natural extension and rapprochement of Gaussian and set-valued filters,and bear similarities with modern tools such as particle filters.

Published
2015

15. Stable radial distortion calibration by polynomial matrix inequalities programming

Author

Heller, Jan, Henrion, Didier, Pajdla, Tomas, Faculty of Electrical Engineering [Prague] (FEL CTU), Czech Technical University in Prague (CTU), Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
Optimization and Control (math.OC), FOS: Mathematics, FOS: Physical sciences, [INFO.INFO-CV]Computer Science [cs]/Computer Vision and Pattern Recognition [cs.CV], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control, Optics (physics.optics), Physics - Optics
Abstract

International audience; Polynomial and rational functions are the number one choice when it comes to modeling of radial distortion of lenses. However, several extrapolation and numerical issues may arise while using these functions that have not been covered by the literature much so far. In this paper, we identify these problems and show how to deal with them by enforcing nonnegativity of certain polynomials. Further, we show how to model these nonnegativities using polynomial matrix inequalities (PMI) and how to estimate the radial distortion parameters subject to PMI constraints using semidefinite programming (SDP). Finally, we suggest several approaches on how to incorporate the proposed method into the overall camera calibration procedure.

Published
2014

16. On the solutions to complex parameter-dependent LMIs involved in the stability analysis of 2D discrete models

Author

Bachelier, Olivier, Henrion, Didier, Yeganefar, Nima, Mehdi, Driss, Laboratoire d'Informatique et d'Automatique pour les Systèmes (LIAS), Université de Poitiers-ENSMA, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Laboratoire d'Automatique et d'Informatique Industrielle (LAII), Université de Poitiers, Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], Computer Science - Systems and Control, Systems and Control (eess.SY), [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

The aim of this short communique is to adapt a result established by Bliman, related to the possible approximation of the solutions to real-parameter-dependent linear matrix inequalities (LMIs), to the special context of stability analysis of 2D discrete Roesser models. While Bliman considered the case of LMIs involving several real parameters, which is especially crucial for the analysis of linear systems against parametric deflections, the stability of Roesser models leads to consider LMIs with only one single complex parameter. Extending the results from real parameters to complex ones is not straightforward in our opinion. This is why the present note discusses precautions to be taken concerning this case before applying the results in a 2D context. Actually, it is shown that a well-known condition for structural stability of a 2D discrete Roesser can be relaxed into an LMI system whose solution polynomially depends on a single complex parameter over the unit circle., Comment: Updated version

Published
2014

17. Linear conic optimization for nonlinear optimal control

Author

Henrion, Didier, Pauwels, Edouard, Laboratoire d'analyse et d'architecture des systèmes (LAAS), Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse 1 Capitole (UT1)-Université Toulouse - Jean Jaurès (UT2J), Faculty of electrical engineering [Prague] (CTU/FEE), Czech Technical University in Prague (CTU), Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), and Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse 1 Capitole (UT1)-Université Toulouse - Jean Jaurès (UT2J)-Institut National Polytechnique (Toulouse) (Toulouse INP)

Subjects
optimal control, Optimization and Control (math.OC), FOS: Mathematics, linear programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], semidefinite programming, Mathematics - Optimization and Control
Abstract

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual linear problem consists of finding the largest lower bound on the value function of the optimal control problem. Various approximation results relating the original optimal control problem and its linear conic formulations are developed. As illustrated by a couple of simple examples, these results are relevant in the context of finite-dimensional semidefinite programming relaxations used to approximate numerically the solutions of the infinite-dimensional linear conic problems., Submitted for possible inclusion as a contributed chapter in S. Ahmed, M. Anjos, T. Terlaky (Editors). Advances and Trends in Optimization with Engineering Applications. MOS-SIAM series, SIAM, Philadelphia

Published
2014

18. Inner approximations for polynomial matrix inequalities and robust stability regions

Author

Henrion, Didier, Lasserre, Jean-Bernard, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), and Université Fédérale Toulouse Midi-Pyrénées

Subjects
positive polynomials, robust optimization, Systems and Control (eess.SY), Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, robust fixed-order controller design, Computer Science - Systems and Control, moments, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control, linear matrix inequality, Polynomial matrix inequality
Abstract

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These feasibility sets are typically nonconvex. Given a parametrized PMI set, we provide a hierarchy of linear matrix inequality (LMI) problems whose optimal solutions generate inner approximations modelled by a single polynomial sublevel set. Those inner approximations converge in a strong analytic sense to the nonconvex original feasible set, with asymptotically vanishing conservatism. One may also impose the hierarchy of inner approximations to be nested or convex. In the latter case they do not converge any more to the feasible set, but they can be used in a convex optimization framework at the price of some conservatism. Finally, we show that the specific geometry of nonconvex polynomial stability regions can be exploited to improve convergence of the hierarchy of inner approximations., Comment: A mistake is fixed in the proof of Lemma 1. It does not affect the remainder of the paper

Published
2012

19. Minimum volume semialgebraic sets for robust estimation

Author

Dabbene, Fabrizio and Henrion, Didier

Subjects
Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control
Abstract

Motivated by problems of uncertainty propagation and robust estimation we are interested in computing a polynomial sublevel set of fixed degree and minimum volume that contains a given semialgebraic set K. At this level of generality this problem is not tractable, even though it becomes convex e.g. when restricted to nonnegative homogeneous polynomials. Our contribution is to describe and justify a tractable L^1-norm or trace heuristic for this problem, relying upon hierarchies of linear matrix inequality (LMI) relaxations when K is semialgebraic, and simplifying to linear programming (LP) when K is a collection of samples, a discrete union of points.

Published
2012
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20. Measures and LMI for space launcher robust control validation

Author

Henrion, Didier, Ganet-Schoeller, Martine, Bennani, Samir, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Astrium Space Transportation (AST), ASTRIUM, European Space Research and Technology Centre (ESTEC), Agence Spatiale Européenne = European Space Agency (ESA), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, and European Space Agency (ESA)

Subjects
safety, convex optimization, polynomials, measures, MathematicsofComputing_NUMERICALANALYSIS, [SPI.AUTO]Engineering Sciences [physics]/Automatic, Optimization and Control (math.OC), space launcher control, robustness analysis, FOS: Mathematics, moments, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], LMI, verification, Mathematics - Optimization and Control
Abstract

27p.; International audience; We describe a new temporal verification framework for safety and robustness analysis of nonlinear control laws, our target application being a space launcher vehicle. Robustness analysis, formulated as a nonconvex nonlinear optimization problem on admissible trajectories corresponding to piecewise polynomial dynamics, is relaxed into a convex linear programming problem on measures. This infinite-dimensional problem is then formulated as a generalized moment problem, which allows for a numerical solution via a hierarchy of linear matrix inequality relaxations solved by semidefinite programming. The approach is illustrated on space launcher vehicle benchmark problems, in the presence of closed-loop nonlinearities (saturations and dead-zones) and axis coupling.

Published
2012
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21. An Inverse Optimality Method to Solve a Class of Optimal Control Problems

Author

Rodrigues, Luis, Henrion, Didier, Fallah, Mehdi Abedinpour, Department of Electrical and Computer Engineering, Concordia University [Montreal], Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées, Faculty of Electrical Engineering [Prague] (FEL CTU), Czech Technical University in Prague (CTU), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), and Université de Toulouse (UT)

Subjects
optimal control, Optimization and Control (math.OC), inverse optimality, FOS: Mathematics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], nonlinear systems, Mathematics - Optimization and Control, Hamilton-Jacobi-Bellman equation
Abstract

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because the running cost that renders the control input optimal is also explicitly determined. One special feature of this work, as compared to other methods in the literature, is the fact that the solution is obtained directly for the control input. The value function can also be obtained after one solves for the control input. Furthermore, a Lyapunov function that proves at least local stability of the controller is also obtained. In this regard the main contribution of this paper can be interpreted in two different ways: offering an analytical expression for Lyapunov functions for a class of nonlinear systems and obtaining an optimal controller for the same class of systems using a specific optimization functional. We also believe that an additional contribution of this paper is to identify explicit classes of systems and optimization functionals for which optimal control problems can be solved analytically. In particular, for second order systems three cases are identified: i) control input only as a function of the second state variable, ii) control input affine in the second state variable when the dynamics are affine in that variable and iii) control input affine in the first state variable when the dyamics are affine in that variable. The relevance of the proposed methodology is illustrated in several examples, including the Van der Pol oscillator, mass-spring systems and vehicle path following.

Published
2011

22. Moment and SDP relaxation techniques for smooth approximations of problems involving nonlinear differential equations

Author

Mevissen, Martin, Lasserre, Jean-Bernard, Henrion, Didier, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology [Tokyo] (TITECH), Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
nonlinear optimal control, moment methods, Optimization and Control (math.OC), FOS: Mathematics, approximation methods, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], semidefinite programming, maximum entropy estimation, Mathematics - Optimization and Control, nonlinear optimization
Abstract

International audience; Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear differential equations, we apply a technique based on finite differences and sparse SDP relaxations for polynomial optimization problems (POP) to obtain a discrete approximation of its solution. In a second step we apply maximum entropy estimation (using moments of a Borel measure associated with the discrete solution) to obtain a smooth closed-form approximation. The approach is illustrated on a variety of linear and nonlinear ordinary differential equations (ODE), partial differential equations (PDE) and optimal control problems (OCP), and preliminary numerical results are reported.

Published
2011

23. Projection methods in conic optimization

Author

Henrion, Didier and Malick, J��r��me

Subjects
Optimization and Control (math.OC), FOS: Mathematics, ComputingMethodologies_COMPUTERGRAPHICS
Abstract

There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques.

Published
2011
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24. Hermite matrix in Lagrange basis for scaling static output feedback polynomial matrix inequalities

Author

Delibasi, Akin, Henrion, Didier, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), and Université Fédérale Toulouse Midi-Pyrénées

Subjects
Optimization and Control (math.OC), Nonlinear semidefinite programming, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, FOS: Mathematics, MathematicsofComputing_NUMERICALANALYSIS, Static output feedback, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Hermite stability criterion, Mathematics - Optimization and Control, Polynomial matrix inequality
Abstract

International audience; 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 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 Bezoutian 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 substantial improvement brought by the approach, in terms of problem scaling, number of iterations and convergence behavior of PENNON.

Published
2010

25. H2 for HIFOO

Author

Arzelier, Denis, Georgia, Deaconu, Gumussoy, Suat, and Henrion, Didier

Subjects
Optimization and Control (math.OC), FOS: Mathematics
Abstract

HIFOO is a public-domain Matlab package initially designed for Hinfinity fixed-order controller synthesis, using nonsmooth nonconvex optimization techniques. It was later on extended to multi-objective synthesis, including strong and simultaneous stabilization under Hinfinity constraints. In this paper we describe a further extension of HIFOO to H2 performance criteria, making it possible to address mixed H2/Hinfinity synthesis. We give implementation details and report our extensive benchmark results.

Published
2010
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26. On semidefinite representations of plane quartics

Author

Henrion, Didier, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
Optimization and Control (math.OC), polynomials, 90C22,14H50, algebraic plane curves, FOS: Mathematics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], semidefinite programming, Mathematics - Optimization and Control
Abstract

This note focuses on the problem of representing convex sets as projections of the cone of positive semidefinite matrices, in the particular case of sets generated by bivariate polynomials of degree four. Conditions are given for the convex hull of a plane quartic to be exactly semidefinite representable with at most 12 lifting variables. If the quartic is rationally parametrizable, an exact semidefinite representation with 2 lifting variables can be obtained. Various numerical examples illustrate the techniques and suggest further research directions.

Published
2008

27. SDLS: a Matlab package for solving conic least-squares problems

Author

Henrion, Didier, Malick, Jérôme, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Modelling, Simulation, Control and Optimization of Non-Smooth Dynamical Systems (BIPOP), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Jean Kuntzmann (LJK), Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, and Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Université Joseph Fourier - Grenoble 1 (UJF)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Université Joseph Fourier - Grenoble 1 (UJF)-Université Pierre Mendès France - Grenoble 2 (UPMF)

Subjects
90C22, 90C25, Optimization and Control (math.OC), FOS: Mathematics, MathematicsofComputing_NUMERICALANALYSIS, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the implemented algorithm, the syntax and calling sequences, a simple numerical example and some more advanced features. The implemented method consists in solving the dual problem with a quasi-Newton algorithm. We note that SDLS is not the most competitive implementation of this algorithm: efficient, robust, commercial implementations are available (contact the authors). Our main goal with this Matlab SDLS package is to provide a simple, user-friendly software for solving and experimenting with semidefinite least-squares problems. Up to our knowledge, no such freeware exists at this date.

Published
2007

28. Some control design experiments with HIFOO

Author

Henrion, Didier, Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), and Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse 1 Capitole (UT1)

Subjects
93B40, 93B51, 93B50, Optimization and Control (math.OC), H-infinity control, FOS: Mathematics, Computer Science::Mathematical Software, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], 93B36, Mathematics - Optimization and Control, robust control, computer-aided control system design
Abstract

A new MATLAB package called HIFOO was recently proposed for H-infinity fixed-order controller design. This document illustrates how some standard controller design examples can be solved with this software.

Published
2006

29. Maximizing the Closed Loop Asymptotic Decay Rate for the Two-Mass-Spring Control Problem

Author

Henrion, Didier, Overton, Michael L., Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Courant Institute of Mathematical Sciences [New York] (CIMS), New York University [New York] (NYU), NYU System (NYU)-NYU System (NYU), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), and Université de Toulouse (UT)

Subjects
fixed-order controller design, nonsmooth analysis, Optimization and Control (math.OC), polynomials, FOS: Mathematics, linear systems, 93D15 93C05 49J52, decay-rate, MSC 93D15,93C05,49J52, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

We consider the following problem: find a fixed-order linear controller that maximizes the closed-loop asymptotic decay rate for the classical two-mass-spring system. This can be formulated as the problem of minimizing the abscissa (maximum of the real parts of the roots) of a polynomial whose coefficients depend linearly on the controller parameters. We show that the only order for which there is a non-trivial solution is 2. In this case, we derive a controller that we prove locally maximizes the asymptotic decay rate, using recently developed techniques from nonsmooth analysis.

Published
2006

30. On infinite dimensional linear programming approach to stochastic control

Author

Kamgarpour, Maryam, Summers, Tyler, Dochain, Denis, Henrion, Didier, and Peaucelle, Dimitri

Subjects
stochastic control, linear programming, Semidefinite programming, Optimization and Control (math.OC), Computer Science::Systems and Control, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, FOS: Mathematics, Mathematics::Optimization and Control, Mathematics - Optimization and Control
Abstract

We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By focusing on linear systems with quadratic cost (LQG), we establish a connection between this approach and the well-known Riccati LMIs. In particular, we show that the semidefinite programs known for the LQG problem can be derived from the pair of primal and dual inf-LPs. Furthermore, we establish a connection between multi-objective and chance constraint criteria and the inf-LP formulation., IFAC-PapersOnLine, 50 (1), ISSN:2405-8963, 20th IFAC World Congress. Proceedings

Published
2017
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31. Payoff-based approach to learning Nash Equilibria in Convex Games

Author

Tatarenko, Tatiana, Kamgarpour, Maryam, Dochain, Denis, Henrion, Didier, and Peaucelle, Dimitri

Subjects
TheoryofComputation_MISCELLANEOUS, Computer Science::Multiagent Systems, game theory, Computer Science::Computer Science and Game Theory, Optimization and Control (math.OC), FOS: Mathematics, TheoryofComputation_GENERAL, payoff-based algorithm, Multi-agent decision making, Mathematics - Optimization and Control, ComputingMethodologies_ARTIFICIALINTELLIGENCE
Abstract

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents’ actions belong to a compact convex Euclidean space and the agents’ cost functions are coupled. We propose a distributed payoff-based algorithm to learn Nash equilibria in the game between agents. Each agent uses only information about its current cost value to compute its next action. We prove convergence of the proposed algorithm to a Nash equilibrium in the game leveraging established results on stochastic processes. The performance of the algorithm is analyzed with a numerical case study., IFAC-PapersOnLine, 50 (1), ISSN:2405-8963, 20th IFAC World Congress. Proceedings

Published
2017
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32. A distributed voltage stability margin for power distribution networks

Author

Liviu Aolaritei, Florian Dörfler, Saverio Bolognani, Dochain, Denis, Henrion, Didier, and Peaucelle, Dimitri

Subjects
0209 industrial biotechnology, Voltage stability, Power flow Jacobian, Power flow solvability, Computer science, 020209 energy, 02 engineering and technology, Topology, Upper and lower bounds, Power (physics), symbols.namesake, Electric power system, 020901 industrial engineering & automation, Control and Systems Engineering, Approximation error, Optimization and Control (math.OC), Jacobian matrix and determinant, 0202 electrical engineering, electronic engineering, information engineering, symbols, FOS: Mathematics, Mathematics - Optimization and Control, Voltage
Abstract

We consider the problem of characterizing and assessing the voltage stability in power distribution networks. Different from previous formulations, we consider the branch-flow parametrization of the power system state, which is particularly effective for radial networks. Our approach to the voltage stability problem is based on a local, approximate, yet highly accurate characterization of the determinant of the power flow Jacobian. Our determinant approximation allows us to construct a voltage stability index that can be computed in a fully scalable and distributed fashion. We provide an upper bound on the approximation error, and we show how the proposed index outperforms other voltage indices that have been recently proposed in the literature., IFAC World Congress 2017

Published
2016

33. Information Structure Design in Team Decision Problems

Author

Maryam Kamgarpour, Tyler H. Summers, Changyuan Li, Dochain, Denis, Henrion, Didier, and Peaucelle, Dimitri

Subjects
0209 industrial biotechnology, Mathematical optimization, Computer science, Systems and Control (eess.SY), 02 engineering and technology, Set (abstract data type), 020901 industrial engineering & automation, FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, team games, 0202 electrical engineering, electronic engineering, information engineering, Resilience (network), Greedy algorithm, Mathematics - Optimization and Control, Team decision theory, Management science, Information structure, 020206 networking & telecommunications, Decision problem, Optimization and Control (math.OC), Control and Systems Engineering, Set function, information structure design, Decentralized, Scalability, Computer Science - Systems and Control, Counterexample
Abstract

We consider a problem of information structure design in team decision problems and team games. We propose simple, scalable greedy algorithms for adding a set of extra information links to optimize team performance and resilience to non-cooperative and adversarial agents. We show via a simple counterexample that the set function mapping additional information links to team performance is in general not supermodular. Although this implies that the greedy algorithm is not accompanied by worst-case performance guarantees, we illustrate through numerical experiments that it can produce effective and often optimal or near optimal information structure modifications., IFAC-PapersOnLine, 50 (1), ISSN:2405-8963, 20th IFAC World Congress. Proceedings

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