Search results for "convex optimization"
showing 10 items of 57 documents
Energy Efficient Resource Allocation for OFDMA Two-Way Relay Networks with Channel Estimation Error
2015
In this work, we consider the practical issues of resource allocation problem in OFDMA two-way relay networks: the inaccuracy of channel-state information (CSI) available to the transmitters. Instead, only the estimated channel status is known by the transmitters. In this context, a joint optimization of subcarrier pairing and allocation, relay selection and transmit power allocation is formulated in the OFDMA two-way amplify-and-forward relay networks. Moreover, to ensure the Quality of Service (QoS) requirement, the energy consumption must be minimized without compromising the QoS. Therefore, by applying convex optimization techniques, energy efficient algorithms are developed with the ob…
Robust Predictive Control of a variable speed wind turbine using the LMI formalism
2014
This paper proposes a Robust Fuzzy Multivariable Model Predictive Controller (RFMMPC) using Linear Matrix Inequalities (LMIs) formulation. The main idea is to solve at each time instant, an LMI optimization problem that incorporates input, output and Constrained Receding Horizon Predictive Control (CRHPC) constraints, and plant uncertainties, and guarantees certain robustness properties. The RFMMPC is easily designed by solving a convex optimization problem subject to LMI conditions. Then, the derived RFMMPC applied to a variable wind turbine with blade pitch and generator torque as two control inputs. The effectiveness of the proposed design is shown by simulation results.
Dual Extrapolation for Sparse Generalized Linear Models
2020
International audience; Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statistical inference in high dimension, sparsity inducing regularizations have proven to be useful while offering statistical guarantees. However, solving the resulting optimization problems can be challenging: even for popular iterative algorithms such as coordinate descent, one needs to loop over a large number of variables. To mitigate this, techniques known as screening rules and working sets diminish the size of the optimization problem at hand, either by progressively removing variables, o…
Implicit differentiation for fast hyperparameter selection in non-smooth convex learning
2022
International audience; Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but non-smooth. We show that the forward-mode differentiation of proximal gradient descent and proximal coordinate descent yield sequences of Jacobians converging toward the exact Jacobian. Using implicit differentiation, we show it is possible to leverage the non-smoothness of the inner problem to speed up the computation. Finally, we provide a bound on the error made on the hypergradient when the inner optimization problem is solved approxim…
Full- and reduced-order filter design for discrete-time T-S fuzzy systems with time-varying delay
2012
This paper is focused on the problem of ℋ ∞ filtering for a class of discrete-time T-S fuzzy time-varying delay systems. Our interest is how to design full- and reduced-order filters that guarantee the filtering error system to be asymptotically stable with a prescribed ℋ ∞ performance. Sufficient conditions for the obtained filtering error system are proposed by applying an input-output approach and a two-term approximation method, which is employed to approximate the time-varying delay. The corresponding full and reduced-order filter design is cast into a convex optimization problem, which can be efficiently solved by standard numerical algorithms.
Filtering with dissipativity for T-S fuzzy systems with time-varying delay: Reciprocally convex approach
2013
This paper is focused on the problem of reliable filter design with strictly dissipativity for a class of discrete-time T-S fuzzy time-delay systems. Our attention is paid on the design of reliable filter to ensure a strictly dissipative performance for the filtering error system. By employing the reciprocally convex approach, a sufficient condition of dissipativity analysis is obtained for T-S fuzzy delayed systems with sensor failures. A desired reliable filter is designed by solving a convex optimization problem.
Disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator
2015
Abstract This paper is concerned with the problems of disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator. Using the switched Lyapunov function approach, a sufficient condition for the existence of a state feedback controller is proposed such that the disturbance tolerance capability of the closed-loop system is ensured. By solving a convex optimization problem with linear matrix inequality (LMI) constraints, the maximal disturbance tolerance is estimated. In addition, the problem of disturbance rejection of the closed-loop system is solved. Two examples are given to illustrate the effectiveness of the proposed method.
Stability analysis and H∞ controller synthesis of discrete-time switched systems with time delay
2014
Abstract This paper studies the problems of stability analysis and H ∞ controller synthesis of switched systems with time-varying delay based on an input–output approach. The attention is focused on developing a new method to further reduce the conservatism of the existing results. The system under consideration is transformed into an interconnection system, and the scaled small gain condition for the interconnection systems is introduced. Based on the system transformation and the scaled small gain theorem, an improved delay-dependent stability criterion is proposed such that the interconnection system is asymptotically stable, which is also proved to guarantee the asymptotic stability of …
Local Capacity $H_{\infty}$ Control for Production Networks of Autonomous Work Systems With Time-Varying Delays
2010
This paper considers the problem of local capacity H∞ control for a class of production networks of autonomous work systems with time-varying delays in the capacity changes. The system under consideration is modeled in a discrete-time singular form. Attention is focused on the design of a controller gain for the local capacity adjustments which maintains the work-in-progress (WIP) in each work system in the vicinity of planned levels and guarantees the asymptotic stability of the system and reduces the effect of the disturbance input on the controlled output to a prescribed level. In terms of a matrix inequality, a sufficient condition for the solvability of this problem is presented using …
Local capacity H<inf>∞</inf> control for production networks of autonomous work systems with time-varying delays
2009
This paper considers the problem of local capacity H ∞ control for a class of production networks of autonomous work systems with time-varying delays in the capacity changes. The system under consideration is modelled in a discrete-time singular form. Attention is focused on the design of a controller gain for the local capacity adjustments which maintains the work in progress (WIP) in each work system in the vicinity of planned levels and guarantees the asymptotic stability of the system and reduces the effect of the disturbance input on the controlled output to a prescribed level. In terms of a matrix inequality, a sufficient condition for the solvability of this problem is presented usin…