Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design

In this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instea...

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Main Authors: Masaaki Nagahara, Yu Iwai, Noboru Sebe
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/9/322
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author Masaaki Nagahara
Yu Iwai
Noboru Sebe
author_facet Masaaki Nagahara
Yu Iwai
Noboru Sebe
author_sort Masaaki Nagahara
collection DOAJ
description In this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instead of the heuristic method that approximates the matrix rank by the nuclear norm, we propose a numerical projection onto the rank-constrained set based on the alternating direction method of multipliers (ADMM). Then the controller is obtained by alternating projection between the rank-constrained set and the LMI set. We show the effectiveness of the proposed method compared with existing heuristic methods, by using 95 benchmark models from the COMPL<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mrow></mrow><mi>e</mi></msub></semantics></math></inline-formula>ib library.
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spelling doaj.art-3032165ddb774ff99b1da04e9ffb86792023-11-23T14:40:23ZengMDPI AGAlgorithms1999-48932022-09-0115932210.3390/a15090322Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller DesignMasaaki Nagahara0Yu Iwai1Noboru Sebe2Institute of Environmental Science and Technology, The University of Kitakyushu, Fukuoka 808-0135, JapanFaculty of Environmental Engineering, The University of Kitakyushu, Fukuoka 808-0135, JapanFaculty of Computer Science and Systems Engineering, Kyushu Institute of Technology, Fukuoka 820-8502, JapanIn this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instead of the heuristic method that approximates the matrix rank by the nuclear norm, we propose a numerical projection onto the rank-constrained set based on the alternating direction method of multipliers (ADMM). Then the controller is obtained by alternating projection between the rank-constrained set and the LMI set. We show the effectiveness of the proposed method compared with existing heuristic methods, by using 95 benchmark models from the COMPL<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mrow></mrow><mi>e</mi></msub></semantics></math></inline-formula>ib library.https://www.mdpi.com/1999-4893/15/9/322reduced-order controlrank constraintlinear matrix inequalityalternating projectionconvex optimization
spellingShingle Masaaki Nagahara
Yu Iwai
Noboru Sebe
Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
Algorithms
reduced-order control
rank constraint
linear matrix inequality
alternating projection
convex optimization
title Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
title_full Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
title_fullStr Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
title_full_unstemmed Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
title_short Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design
title_sort projection onto the set of rank constrained structured matrices for reduced order controller design
topic reduced-order control
rank constraint
linear matrix inequality
alternating projection
convex optimization
url https://www.mdpi.com/1999-4893/15/9/322
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