A Comparison of Nonsmooth, Nonconvex, Constrained Optimization Solvers for the Design of Time-Delay Compensators

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as constrained optimization problems often involves objective and constraint functions that are both nonconvex and nonsmooth, both of which present significant challenges … Read more

Group sparse recovery in impulsive noise via alternating direction method of multipliers

In this paper, we consider the recovery of group sparse signals corrupted by impulsive noise. In some recent literature, researchers have utilized stable data fitting models, like $l_1$-norm, Huber penalty function and Lorentzian-norm, to substitute the $l_2$-norm data fidelity model to obtain more robust performance. In this paper, a stable model is developed, which exploits … Read more

Towards Resilient Operation of Multi-Microgrids: An MISOCP-Based Frequency-Constrained Approach

High penetration of distributed energy resources (DERs) is transforming the paradigm in power system operation. The ability to provide electricity to customers while the main grid is disrupted has introduced the concept of microgrids with many challenges and opportunities. Emergency control of dangerous transients caused by the transition between the grid-connected and island modes in … Read more

Assessing the Cost of the Hazard-Decision Simplification in Multistage Stochastic Hydrothermal Scheduling

Hydropower is one of the world’s primary renewable energy sources whose usage has profound economic, environmental, and social impacts. We focus on the dispatch of generating units and the storage policy of hydro resources. In this context, an accurate assessment of the water opportunity-cost is cru- cial for driving the sustainable use of this scarce … Read more

Interior Point Methods and Preconditioning for PDE-Constrained Optimization Problems Involving Sparsity Terms

PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting L1 term within the objective function requires sophisticated optimization methods. We propose the use of an Interior Point scheme applied to a smoothed reformulation of the discretized problem, and … Read more

Optimal switching sequence for switched linear systems

We study the following optimization problem over a dynamical system that consists of several linear subsystems: Given a finite set of n-by-n matrices and an n-dimensional vector, find a sequence of K matrices, each chosen from the given set of matrices, to maximize a convex function over the product of the K matrices and the … Read more

A Globally Asymptotically Stable Polynomial Vector Field with Rational Coefficients and no Local Polynomial Lyapunov Function

We give an explicit example of a two-dimensional polynomial vector field of degree seven that has rational coefficients, is globally asymptotically stable, but does not admit an analytic Lyapunov function even locally. CitationSubmitted for publicationArticleDownload View PDF

SOS-Convex Lyapunov Functions and Stability of Difference Inclusions

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an algebraic certificate of convexity and that can be efficiently found via semidefinite programming. We prove that sos-convex Lyapunov functions are universal (i.e., necessary … Read more

On Algebraic Proofs of Stability for Homogeneous Vector Fields

We prove that if a homogeneous, continuously differentiable vector field is asymptotically stable, then it admits a Lyapunov function which is the ratio of two polynomials (i.e., a rational function). We further show that when the vector field is polynomial, the Lyapunov inequalities on both the rational function and its derivative have sum of squares … Read more

Combining Multi-Level Real-time Iterations of Nonlinear Model Predictive Control to Realize Squatting Motions on Leo

Today’s humanoid robots are complex mechanical systems with many degrees of freedom that are built to achieve locomotion skills comparable to humans. In order to synthesize whole-body motions, real-tme capable direct methods of optimal control are a subject of contemporary research. To this end, Nonlinear Model Predictive Control is the method of choice to realize … Read more