/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

This monograph is about a class of optimization algorithms called proximal algorithms. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, large-scale, or distributed versions of these problems. They are very generally applicable, but are especially well-suited to problems of substantial recent interest involving large or high-dimensional datasets. Proximal methods sit at a higher level of abstraction than classical algorithms like Newton's method: the base operation is evaluating the proximal operator of a function, which itself involves solving a small convex optimization problem. These subproblems, which generalize the problem of projecting a point onto a convex set, often admit closed-form solutions or can be solved very quickly with standard or simple specialized methods. Here, we discuss the many different interpretations of proximal operators and algorithms, describe their connections to many other topics in optimization and applied mathematics, survey some popular algorithms, and provide a large number of examples of proximal operators that commonly arise in practice.

Proximal Algorithms

During the past several years, there have been increasing research activities in the field of stability analysis and switching stabilization for switched systems. This paper aims to briefly survey recent results in this field. First, the stability analysis for switched systems is reviewed. We focus on the stability analysis for switched linear systems under arbitrary switching, and we highlight necessary and sufficient conditions for asymptotic stability. After a brief review of the stability analysis under restricted switching and the multiple Lyapunov function theory, the switching stabilization problem is studied, and a variety of switching stabilization methods found in the literature are outlined. Then the switching stabilizability problem is investigated, that is under what condition it is possible to stabilize a switched system by properly designing switching control laws. Note that the switching stabilizability problem has been one of the most elusive problems in the switched systems literature. A necessary and sufficient condition for asymptotic stabilizability of switched linear systems is described here.

Stability and Stabilizability of Switched Linear Systems: A Survey of Recent Results

Series Preface * Preface to the Third Edition * 1 Linear Systems * 2 Nonlinear Systems: Local Theory * 3 Nonlinear Systems: Global Theory * 4 Nonlinear Systems: Bifurcation Theory * References * Index

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Differential Equations and Dynamical Systems

This paper recalls a few past achievements in Model Predictive Control, gives an overview of some current developments and suggests a few avenues for future research.

Model Predictive Control

Robust stability and control for systems that combine continuous-time and discrete-time dynamics. This article is a tutorial on modeling the dynamics of hybrid systems, on the elements of stability theory for hybrid systems, and on the basics of hybrid control. The presentation and selection of material is oriented toward the analysis of asymptotic stability in hybrid systems and the design of stabilizing hybrid controllers. Our emphasis on the robustness of asymptotic stability to data perturbation, external disturbances, and measurement error distinguishes the approach taken here from other approaches to hybrid systems. While we make some connections to alternative approaches, this article does not aspire to be a survey of the hybrid system literature, which is vast and multifaceted.

Hybrid dynamical systems

Hybrid dynamical systems exhibit continuous and instantaneous changes, having features of continuous-time and discrete-time dynamical systems. Filled with a wealth of examples to illustrate concepts, this book presents a complete theory of robust asymptotic stability for hybrid dynamical systems that is applicable to the design of hybrid control algorithms--algorithms that feature logic, timers, or combinations of digital and analog components. With the tools of modern mathematical analysis, Hybrid Dynamical Systems unifies and generalizes earlier developments in continuous-time and discrete-time nonlinear systems. It presents hybrid system versions of the necessary and sufficient Lyapunov conditions for asymptotic stability, invariance principles, and approximation techniques, and examines the robustness of asymptotic stability, motivated by the goal of designing robust hybrid control algorithms. This self-contained and classroom-tested book requires standard background in mathematical analysis and differential equations or nonlinear systems. It will interest graduate students in engineering as well as students and researchers in control, computer science, and mathematics.

Hybrid Dynamical Systems: Modeling, Stability, and Robustness

http://webpages.math.luc.edu/~rgoebel1/publications/journals/GoebelTeel06Automaticapreprint.pdf

Solutions to hybrid inclusions via set and graphical convergence with stability theory applications

This paper shows several versions of the (LaSalle's) invariance principle for general hybrid systems. The broad framework allows for nonuniqueness of solutions, Zeno behaviors, and does not insist on continuous dependence of solutions on initial conditions. Instead, only a mild structural property involving graphical convergence of solutions is posed. The general invariance results are then specified to hybrid systems given by set-valued data. Further results involving invariance as well as observability, detectability, and asymptotic stability are given.

Rafal Goebel

Papers

Hybrid dynamical systems

Hybrid Dynamical Systems: Modeling, Stability, and Robustness

Solutions to hybrid inclusions via set and graphical convergence with stability theory applications

Invariance Principles for Hybrid Systems With Connections to Detectability and Asymptotic Stability

Hybrid systems: Generalized solutions and robust stability