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One often encounters numerical difficulties in solving linear matrix inequality (LMI) problems obtained from $H_\infty$ control problems. We discuss the reason from the viewpoint of optimization, and provide necessary and sufficient…

Optimization and Control · Mathematics 2019-11-21 Hayato Waki , Noboru Sebe

We present a convex optimization to reduce the impact of sensor falsification attacks in linear time invariant systems controlled by observer-based feedback. We accomplish this by finding optimal observer and controller gain matrices that…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Navid Hashemi , Justin Ruths

This paper proposes a new Linear Matrix Inequality (LMI) for static output feedback control assuming that a Linear Quadratic Regulator (LQR) has been previously designed for the system. The main idea is to use a quadratic candidate Lyapunov…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Luis Rodrigues

The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we generalize our approach to a sequential scheme which starts…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Muhammad Adil , Ramtin Madani

A novel optimization method is proposed to minimize a convex function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex…

Optimization and Control · Mathematics 2011-09-19 Quoc Tran Dinh , Suat Gumussoy , Wim Michiels , Moritz Diehl

We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and…

Optimization and Control · Mathematics 2013-03-27 Milan Korda , Didier Henrion , Colin N. Jones

The synthesis problem of static output feedback controllers within the anistropic-norm setup is revisited. A tractable synthesis approach involving iterations over a convex optimization problem is suggested, similarly to existing results…

Optimization and Control · Mathematics 2021-02-15 Adrian-Mihail Stoica , Isaac Yaesh

This paper provides a comprehensive analysis of the design of optimal structured and sparse $H_\infty$ controllers for continuous-time linear time-invariant (LTI) systems. Three problems are considered. First, designing the sparsest…

Optimization and Control · Mathematics 2025-05-07 Zhaohua Yang , Pengyu Wang , Haishan Zhang , Shiyue Jia , Nachuan Yang , Yuxing Zhong , Ling Shi

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…

Optimization and Control · Mathematics 2025-08-26 Wenshan Zhu , Imad Jaimoukha

The paper considers the suboptimal H-infinity control problem for a general discrete-time system (whose transfer function matrix is allowed to be improper or polynomial). The parametrization of output feedback controllers is given in a…

Optimization and Control · Mathematics 2014-03-31 Sebastian F. Tudor , Cristian Oara , Serban Sabau

In this paper, we present a convex formulation of $H_{\infty}$-optimal control problem for coupled linear ODE-PDE systems with one spatial dimension. First, we reformulate the coupled ODE-PDE system as a Partial Integral Equation (PIE)…

Optimization and Control · Mathematics 2020-06-26 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew M. Peet

We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…

Dynamical Systems · Mathematics 2026-05-19 Boumediene Hamzi , Umesh Vaidya

Computing a stabilizing static output-feedback (SOF) controller is an NP-hard problem, in general. Yet, these controllers have amassed popularity in recent years because of their practical use in feedback control applications, such as fluid…

Systems and Control · Electrical Eng. & Systems 2023-07-10 Talha Mushtaq , Peter Seiler , Maziar S. Hemati

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

This paper addresses three complex control challenges related to input-saturated systems from a data-driven perspective. Unlike the traditional two-stage process involving system identification and model-based control, the proposed approach…

Optimization and Control · Mathematics 2024-05-14 Federico Porcari , Valentina Breschi , Luca Zaccarian , Simone Formentin

This paper introduces a systematic method for designing robust linear controllers using output feedback in the presence of operational constraints. The design uses Nagumo's Theorem and the Comparison Lemma to guarantee constraint…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Marcel Menner , Heather Hussain , Eugene Lavretsky

We address H-infinity structured static state feedback and give a simple form for an optimal control law applicable to linear time invariant systems with symmetric and Hurwitz state matrix. More specifically, the control law as well as the…

Optimization and Control · Mathematics 2015-10-02 Carolina Lidström , Anders Rantzer

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer
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