A Spectral Quadratic-SDP Method with Applications to Fixed-Order H2 and H∞ Synthesis
A Spectral Quadratic-SDP Method with Applications to Fixed-Order H2 and H∞ Synthesis
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DOI：
10.3166/ejc.10.527-538
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发表时间：
2004
期刊：
影响因子：
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通讯作者：
P. Apkarian;D. Noll;J. Thevenet;H. Tuan
中科院分区：
文献类型：
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作者：
P. Apkarian;D. Noll;J. Thevenet;H. Tuan
本文讨论了求解固定阶H2和H ∞设计问题的谱二次半定规划（SDP）方法。这类问题可以转化为带有非线性等式约束的常规SDP规划，当这些不等式被吸收到拉格朗日函数中时，问题就转化为求解一系列带有二次目标函数的SDP问题，为此我们提出了一种谱SDP方法，沿着描述了求解正切子问题的谱SDP方法，并给出了一些计算结果来验证我们的方法。
In this paper, we discuss a spectral quadratic semidefinite programming (SDP) method for the iterative resolution of fixed-order H 2 and H ∞ design problems. These problems can be cast as regular SDP programs with additional nonlinear equality constraints.When the inequalities are absorbed into a Lagrangian function the problem reduces to solving a sequence of SDPs with quadratic objective function for which a spectral SDP method has been developed.Along with a description of the spectral SDP method used to solve the tangent subproblems, we report a number of computational results to validate our approach.