On the NP-hardness of checking matrix polytope stability and continuous-time switching stability

Motivated by questions in robust control and switched linear dynamical systems, we consider the problem checking whether all convex combinations of k matrices in R[superscript ntimesn] are stable. In particular, we are interested whether there exist algorithms which can solve this problem in time po...

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Bibliographic Details
Main Authors: Gurvits, Leonid, Olshevsky, Alexander
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2010
Online Access:http://hdl.handle.net/1721.1/52419
Description
Summary:Motivated by questions in robust control and switched linear dynamical systems, we consider the problem checking whether all convex combinations of k matrices in R[superscript ntimesn] are stable. In particular, we are interested whether there exist algorithms which can solve this problem in time polynomial in n and k. We show that if k=n[superscript d] for any fixed real d > 0, then the problem is NP-hard, meaning that no polynomial-time algorithm in n exists provided that P ne NP, a widely believed conjecture in computer science. On the other hand, when k is a constant independent of n, then it is known that the problem may be solved in polynomial time in n. Using these results and the method of measurable switching rules, we prove our main statement: verifying the absolute asymptotic stability of a continuous-time switched linear system with more than n[superscript d] matrices A[subscript i] isin R[superscript ntimesn] satisfying 0 ges A[subscript i] + A[subscript i] [superscript T] is NP-hard.