An active set solver for constrained $ H_\infty $ optimal control problems with state and input constraints

<p style='text-indent:20px;'>This paper proposes an active set solver for <inline-formula><tex-math id="M2">\begin{document}$ H_\infty $\end{document}</tex-math></inline-formula> min-max optimal control problems involving linear discrete-time systems with linearly constrained states, controls and additive disturbances. The proposed solver combines Riccati recursion with dynamic programming. To deal with possible degeneracy (i.e. violations of the linear independence constraint qualification), constraint transformations are introduced that allow the surplus equality constraints on the state at each stage to be moved to the previous stage together with their Lagrange multipliers. In this way, degeneracy for a feasible active set can be determined by checking whether there exists an equality constraint on the initial state over the prediction horizon. For situations when the active set is degenerate and all active constraints indexed by it are non-redundant, a vertex exploration strategy is developed to seek a non-degenerate active set. If the sampled state resides in a robust control invariant set and certain second-order sufficient conditions are satisfied at each stage, then a bounded <inline-formula><tex-math id="M3">\begin{document}$ l_2 $\end{document}</tex-math></inline-formula> gain from the disturbance to controlled output can be guaranteed for the closed-loop system under some standard assumptions. Theoretical analysis and numerical simulations show that the computational complexity per iteration of the proposed solver depends linearly on the prediction horizon.</p>

A weighted logarithmic barrier interior-point method for linearly constrained optimization

In this paper, a weighted logarithmic barrier interior-point method for solving the linearly convex constrained optimization problems is presented. Unlike the classical central-path, the barrier parameter associated with the per- turbed barrier problems, is not a scalar but is a weighted positive vector. This modi cation gives a theoretical exibility on its convergence and its numerical performance. In addition, this method is of a Newton descent direction and the computation of the step-size along this direction is based on a new e cient tech- nique called the tangent method. The practical e ciency of our approach is shown by giving some numerical results.

A Global Optimization Algorithm for Solving Linearly Constrained Quadratic Fractional Problems

This paper first proposes a new and enhanced second order cone programming relaxation using the simultaneous matrix diagonalization technique for the linearly constrained quadratic fractional programming problem. The problem has wide applications in statics, economics and signal processing. Thus, fast and effective algorithm is required. The enhanced second order cone programming relaxation improves the relaxation effect and computational efficiency compared to the classical second order cone programming relaxation. Moreover, although the bound quality of the enhanced second order cone programming relaxation is worse than that of the copositive relaxation, the computational efficiency is significantly enhanced. Then we present a global algorithm based on the branch and bound framework. Extensive numerical experiments show that the enhanced second order cone programming relaxation-based branch and bound algorithm globally solves the problem in less computing time than the copositive relaxation approach.

Augmented Lagrangian–Based First-Order Methods for Convex-Constrained Programs with Weakly Convex Objective

First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Several recent works have studied FOMs for problems with complicated functional constraints. In this paper, we design a novel augmented Lagrangian (AL)–based FOM for solving problems with nonconvex objective and convex constraint functions. The new method follows the framework of the proximal point (PP) method. On approximately solving PP subproblems, it mixes the usage of the inexact AL method (iALM) and the quadratic penalty method, whereas the latter is always fed with estimated multipliers by the iALM. The proposed method achieves the best-known complexity result to produce a near Karush–Kuhn–Tucker (KKT) point. Theoretically, the hybrid method has a lower iteration-complexity requirement than its counterpart that only uses iALM to solve PP subproblems; numerically, it can perform significantly better than a pure-penalty-based method. Numerical experiments are conducted on nonconvex linearly constrained quadratic programs. The numerical results demonstrate the efficiency of the proposed methods over existing ones.

Multi-Satellite Cooperative Beamforming ALOHA for LEO Satellite IoT Networks

In this paper, we proposed a cooperative beamforming ALOHA (CBA) scheme based on linearly constrained minimum variance criterion for low Earth orbit satellite (LEO) IoT networks to solve the problem of ‘deadlock’ in multi-satellite scenario. In multi-satellite overlapping coverage areas, packets can be received by multiple satellite receivers by sending them only once, which forms the concept of spatial diversity. The cooperative beamforming collision resolution technique combined with successive interference cancellation scheme is design to efficiently resolve packet collision by iteration way at the gateway station. The performance of cooperative beamforming ALOHA scheme is evaluated via mathematical analysis and simulations. Simulation results show that the proposed CBA scheme can effectively solve the problem of ‘deadlock’ and improve the performances of random access compared with benchmark problems.

Automated handling of complex chemical structures in Z-matrix coordinates - the chemcoord library

In this work, we present a fully automated method for the construction of chemically meaningful sets of non-redundant internal coordinates (also commonly denoted as Z-matrices) from the cartesian coordinates of a molecular system. Particular focus is placed on avoiding ill-definitions of angles and dihedrals due to linear arrangements of atoms, to consistently guarantee a well-defined transformation to cartesian coordinates, even after structural changes. The representations thus obtained are particularly well suited for pathway construction in double-ended methods for transition state search and optimisations with non-linear constraints. Analytical gradients for the transformation between the coordinate systems were derived for the first time, which allows analytical geometry optimizations purely in Z-matrix coordinates. The geometry optimisation was coupled with a Symbolic Algebra package to support arbitrary non-linear constraints in Z-matrix coordinates, while retaining analytical energy gradient conversion. Sample applications are provided for a number of common chemical reactions and illustrative examples where these new algorithms can be used to automatically produce chemically reasonable structure interpolations, or to perform non-linearly constrained optimisations of molecules.

Improved Linearly Constrained Minimum Variance Algorithm for 5G Communications System

Beamforming is a process formulated to produce the radiated beam patterns of the antennas by completely building up the processed signals in the direction of the desired terminals and cancelling beams of interfering signals. Adaptive beamforming is a key technology of smart antenna. The core is to obtain optimum weights of the antenna array by some adaptive beamforming algorithms and finally adjust the main lobe to focus on the arriving direction of the desired signal as well as suppressing the interfering signal. There are several beamforming algorithms that includes Linearly Constrained Minimum Variance (LCMV) algorithm in which Self Nulling Issue is further reduced by adding multiplier to the MCMV algorithm and it is referred as Improved LCMV (IMPLCMV). A Comparative analysis is done for different multipliers and it is found that w=0.15 gives best result with minimum interference of flat response and also self-nulling issues can be reduced.