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一类非光滑优化及其在控制系统稳定化中的应用 被引量:3

A Class of Nonsmooth Optimizations and Its Applications to Stabilization for Control Systems
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摘要 研究一类来自控制系统稳定化中的非光滑优化问题.考虑Lyapunov函数是非光滑的,特别是有限个光滑函数的极大值函数.建立了相应的非光滑优化模型,进一步导出了这类非光滑优化的KKT系统,然后基于非线性互补函数将此KKT系统转化成一个非光滑方程组,最后分别用广义牛顿法和光滑化牛顿法求解此非光滑方程组,使得此类稳定化设计可以具体实现. A nonsmooth optimization problem, which arises from the stabilization for nonlinear control systems, is studied. Nonsmooth Lyapunov functions are obtained by maximizing finitely many smooth functions. First, a nonsmooth optimization model and its Karush-Kuhn-Tucker (KKT) system are proposed. Based on the nonlinear complementarity problem function, the KKT system is transformed into a system of nonsmooth equations. Finally, the generalized Newton method and the smoothing Newton method are applied to solving this system of nonsmooth equations.
作者 高岩
出处 《控制与决策》 EI CSCD 北大核心 2006年第1期118-120,共3页 Control and Decision
基金 教育部归国留学人员基金项目 上海市教委重点项目(04EA01) 上海市重点学科建设项目(T0502)
关键词 非光滑优化 非光滑方程组 稳定化 LYAPUNOV函数 牛顿法 Nonsmooth optimization Nonsmooth equations Stabilization Lyapunov function Newton method
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参考文献8

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同被引文献17

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