Topic
Convex optimization
About: Convex optimization is a research topic. Over the lifetime, 24906 publications have been published within this topic receiving 908795 citations. The topic is also known as: convex optimisation.
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TL;DR: This method can be regarded as a generalization of the methods discussed in [1–4] and applied to the approximate solution of problems in linear and convex programming.
Abstract: IN this paper we consider an iterative method of finding the common point of convex sets. This method can be regarded as a generalization of the methods discussed in [1–4]. Apart from problems which can be reduced to finding some point of the intersection of convex sets, the method considered can be applied to the approximate solution of problems in linear and convex programming.
2,668 citations
01 Jun 2001
TL;DR: The authors present the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming as well as their numerous applications in engineering.
Abstract: This is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
2,651 citations
TL;DR: The authors represent a nonlinear plant with a Takagi-Sugeno fuzzy model with a model-based fuzzy controller design utilizing the concept of the so-called "parallel distributed compensation" and presents a design methodology for stabilization of a class of nonlinear systems.
Abstract: Presents a design methodology for stabilization of a class of nonlinear systems. First, the authors represent a nonlinear plant with a Takagi-Sugeno fuzzy model. Then a model-based fuzzy controller design utilizing the concept of the so-called "parallel distributed compensation" is employed. The main idea of the controller design is to derive each control rule so as to compensate each rule of a fuzzy system. The design procedure is conceptually simple and natural. Moreover, the stability analysis and control design problems can be reduced to linear matrix inequality (LMI) problems. Therefore, they can be solved efficiently in practice by convex programming techniques for LMIs. The design methodology is illustrated by application to the problem of balancing and swing-up of an inverted pendulum on a cart.
2,534 citations
TL;DR: If U is an ellipsoidal uncertainty set, then for some of the most important generic convex optimization problems (linear programming, quadratically constrained programming, semidefinite programming and others) the corresponding robust convex program is either exactly, or approximately, a tractable problem which lends itself to efficientalgorithms such as polynomial time interior point methods.
Abstract: We study convex optimization problems for which the data is not specified exactly and it is only known to belong to a given uncertainty set U, yet the constraints must hold for all possible values of the data from U. The ensuing optimization problem is called robust optimization. In this paper we lay the foundation of robust convex optimization. In the main part of the paper we show that if U is an ellipsoidal uncertainty set, then for some of the most important generic convex optimization problems (linear programming, quadratically constrained programming, semidefinite programming and others) the corresponding robust convex program is either exactly, or approximately, a tractable problem which lends itself to efficientalgorithms such as polynomial time interior point methods.
2,501 citations
TL;DR: A simple costless modification to iterative thresholding is introduced making the sparsity–undersampling tradeoff of the new algorithms equivalent to that of the corresponding convex optimization procedures, inspired by belief propagation in graphical models.
Abstract: Compressed sensing aims to undersample certain high-dimensional signals yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a known basis. Currently, the best known sparsity–undersampling tradeoff is achieved when reconstructing by convex optimization, which is expensive in important large-scale applications. Fast iterative thresholding algorithms have been intensively studied as alternatives to convex optimization for large-scale problems. Unfortunately known fast algorithms offer substantially worse sparsity–undersampling tradeoffs than convex optimization. We introduce a simple costless modification to iterative thresholding making the sparsity–undersampling tradeoff of the new algorithms equivalent to that of the corresponding convex optimization procedures. The new iterative-thresholding algorithms are inspired by belief propagation in graphical models. Our empirical measurements of the sparsity–undersampling tradeoff for the new algorithms agree with theoretical calculations. We show that a state evolution formalism correctly derives the true sparsity–undersampling tradeoff. There is a surprising agreement between earlier calculations based on random convex polytopes and this apparently very different theoretical formalism.
2,412 citations