Related papers: On Integral Linear Constraints on Convex Cones
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
We study the dissipativity of linear infinite-dimensional systems with respect to a prescribed quadratic supply rate functional. We characterize this property via an operator inequality that also yields the system's dissipation rate. We…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…
Motivated by applications requiring sparse or nonnegative controls, we investigate reachability properties of linear infinite-dimensional control problems under conic constraints. Relaxing the problem to convex constraints if the initial…
This paper presents a general framework for the design of linear controllers for linear systems subject to time-domain constraints. The design framework exploits sums-of-squares techniques to incorporate the time-domain constraints on…
Closed-loop positivity of feedback interconnections of positive monotone nonlinear systems is investigated. It is shown that an instantaneous gain condition on the open-loop systems which implies feedback well-posedness also guarantees…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…
The convex restriction of the power flow feasible sets identifies the convex subset of power injections where the solution for power flow is guaranteed to exist and satisfy the operational constraints. In contrast to convex relaxations, the…
We give a characterization of the controllability for discrete-time linear systems with convex output constraints. It extends all previously known characterizations in the literature, as well as our previous results on controllability of…
We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…
In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a…
In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…
We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…
This paper studies the informativity problem for reachability and null-controllability of constrained systems. To be precise, we will focus on an unknown linear systems with convex conic constraints from which we measure data consisting of…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…