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Convex Optimization and Applications

This document provides information about a course on convex optimization and applications. The course covers topics such as convex sets, functions, and optimization problems. It also discusses applications including linear matrix inequalities, performance, synthesis, robustness, and polynomial optimization.

Uploaded by

Behzad Samadi
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© © All Rights Reserved
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145 views3 pages

Convex Optimization and Applications

This document provides information about a course on convex optimization and applications. The course covers topics such as convex sets, functions, and optimization problems. It also discusses applications including linear matrix inequalities, performance, synthesis, robustness, and polynomial optimization.

Uploaded by

Behzad Samadi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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‫ بهینه سازی محدب و کاربردهای آن‬- ‫مباحث ویژه‬

Convex Optimization and Applications

Department of Electrical Engineering,


General Amirkabir University of Technology (Tehran Polytechnic)
Information Winter 2010, 3 credits

Class times: Sun,Tue: 15:00 16:30 (lecture)


Class location:

Instructor Behzad Samadi


Oce location:
3rd oor, Abourayhan Building,
Department of Electrical Engineering,
Amirkabir University of Technology

Oce hours: Sun,Tue: 14:0015:00 (by appointment)


email: [email protected]
webpage: http://ele.aut.ac.ir/~bsamadi

Course Content

• Introduction

 Mathematical optimization
 Least-squares and linear programming
 Convex optimization
 Nonlinear optimization

• Convex sets

 Ane and convex sets


 Operations that preserve convexity
• Convex functions

 Basic properties and examples


 Operations that preserve convexity
 The conjugate function
 Quasiconvex functions

• Convex optimization problems

 Linear optimization problems


 Quadratic optimization problems
 Geometric programming
 Vector optimization

1
• Linear Matrix Inequalities (LMI)

 What are LMI's and what are they good for?


 Stability: linear time-invariant, time-varying or non-linear systems
• Performance

 Dissipativity
 Quadratic performance and specializations (H1 , passivity)
 H2 performance and generalizations
• Synthesis

 State-feedback and estimation problems


 Output feedback synthesis

• Multi-objective Control

 Youla parametrization and genuine multi-objective controller syn-


thesis
 Robust controller design
• Parameter Robust Stability

 Robust stability against time-invariant and time-varying uncertain-


ties
 Parameter dependent Lyapunov functions
 Semi-innite LMI problems and relaxations
• Robust Optimization and Lagrange Duality

 Introduction to robust optimization and robust LMI problems


 Lagrange duality
 How to construct tractable relaxations
• Dynamic Robustness

 Linear fractional representations


 Robust stability tests with multipliers
 Relations to the structured singular value
• LPV synthesis

 Linear parametrically-varying controller synthesis


 Direct approach
 Multiplier approach
• Polynommial optimization

 Sum of Square (SOS) optimization


[1, 2, 3]

2
References

[1] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan. Linear Matrix In-


equalities in System and Control Theory (Studies in Applied Mathematics).
SIAM, Philadelphia, 1994.

[2] Stephen Boyd and Lieven Vandenberghe. Convex Optimization. Cambridge


University Press, Cambridge, 2004.

[3] C. Scherer and S. Weiland. Linear Matrix Inequalities in Control. 2005.

Evaluation
Project 30%
Midterm ‫ اردیبهشت‬۱۴ ‫سه شنبه‬ 30%
Final 40%

Academic Integrity Any kind of academic dishonesty will not be tolerated.

The instructor reserves the right to change this syllabus as needed. All
Notes
changes will be announced in class.

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