Yalmip优化工具箱及其在控制理论中的应用

Yalmip Optimization Toolbox and its Application in Control Theory

信息科学中经常需要求解优化问题,频繁的使用优化软件。但是优化软件众多,使用方法也各不相同。对于同一个问题,各个优化软件的求解效率也不尽相同。特别是不少大型的优化软件使用方法比较繁琐,初学者不易掌握。针对这种情况,Johan Lofberg编写的yalmip工具箱给出了一种好的解决方案,它提供了一种统一的、简单直观的建模语言,使所有的规划(优化)问题,都可以用这种统一的方式建模;另外,它还提供了一个编程接口可以很方便地调用几乎所有的优化软件求解器,避免用户花大量的时间学习各种优化软件的使用,又能充分的利用这些优化软件解决问题。首先介绍yalmip工具箱中的几个常用命令(函数)及其使用方法;之后,以yalmip工具箱在控制理论中的应用为例,详细介绍其具体的使用方法。

There are many optimization software packages currently available for various applications and their using methods are also different. For the same problem,the computational efficiency of each optimization software is not the same. In particular,the use of many large-scale optimization softwares is cumbersome and not easy for beginners. In view of this,yalmip toolbox written by Johan Lofberg is a good choice. It provides a unified,simple and intuitive modeling language which can be used to model almost all optimization problems in a unified way. This avoids the user having to spend a lot of time to learn how to use a variety of optimization software,but can take full advantage of these optimization softwares to solve the problem. In this paper,we first introduce several common commands（ functions） and their use in yalmip toolbox; after that,taking the application of yalmip toolbox in control theory for example,we introduce the use of specific methods in detail.