parametric uncertainty

ROBIST: Robust Optimization by Iterative Scenario Sampling and Statistical Testing

  • Justin Starreveld
  • Dick den Hertog
  • Roger Laeven
  • Guanyu Jin
    • Categories Robust Optimization Tags , , ,

    In this paper, we propose ROBIST, a simple, yet effective, data-driven algorithm for optimization under parametric uncertainty. The algorithm first generates solutions in an iterative manner by sampling and optimizing over a relatively small set of scenarios. Then, using statistical testing, the robustness of the solutions is evaluated, which can be done with a much … Read more

    Nonsmooth Methods for Control Design with Integral Quadratic Constraints

  • Pierre Apkarian
  • Dominikus Noll
  • Olivier Prot
    • Categories Control Applications, Nonsmooth Optimization Tags , , , , ,

    We develop an optimization technique to compute local solutions to synthesis problems subject to integral quadratic constraints (IQCs). We use the fact that IQCs may be transformed into semi-infinite maximum eigenvalue constraints over the frequency axis and approach them via nonsmooth optimization methods. We develop a suitable spectral bundle method and prove its convergence in … Read more