Relationship between polyhedral functions and composite quadratic functions is investigated in this paper. The two composite quadratic functions considered are the pointwise maximum of quadratics and the convex hull o...
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(纸本)9781424431243
Relationship between polyhedral functions and composite quadratic functions is investigated in this paper. The two composite quadratic functions considered are the pointwise maximum of quadratics and the convex hull of quadratics. It is shown that these two composite quadratic functions are universal for robust, possibly constrained, stabilization problems. In particular, a linear differential inclusion is stable (stabilizable with/without constraints) iff it admits a Lyapunov (control Lyapunov) function in these classes. Relationships between the existing stability/stabilization conditions derived from these functions are also investigated. It is shown that a well known stability condition in terms of matrix equalities is equivalent to a stability condition in terms of bilin-ear matrix inequalities (BMIs). Similar conclusions are made about conditions for stabilization of linear differential/difference inclusions and constrained control systems. This investigation provides insight into the relationship between two alternative approaches to various analysis and design problems, making it possible to transform some synthesis problems derived from polyhedral functions into LMI-based optimization problems.
Understanding the role that subgradients play in various second-order variational analysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on...
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Understanding the role that subgradients play in various second-order variational analysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on the behavior of the second subderivative and subgradient proto-derivative of polyhedral functions, i.e., functions with polyhedral convex epigraphs, we demonstrate that choosing the underlying subgradient, utilized in the definitions of these concepts, from the relative interior of the subdifferential of polyhedral functions ensures stronger second-order variational properties such as strict twice epi-differentiability and strict subgradient proto-differentiability. This allows us to characterize continuous differentiability of the proximal mapping and twice continuous differentiability of the Moreau envelope of polyhedral functions. We close the paper with proving the equivalence of metric regularity and strong metric regularity of a class of generalized equations at their nondegenerate solutions.
The problem of finding a global minimizer of the difference of polyhedral functions is considered. By means of conjugate functions, necessary and sufficient conditions for the unboundedness and the boundedness of such...
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The problem of finding a global minimizer of the difference of polyhedral functions is considered. By means of conjugate functions, necessary and sufficient conditions for the unboundedness and the boundedness of such functions in R (n) are derived. Using hypodifferentials of polyhedral functions, necessary and sufficient conditions for a global unconstrained minimum on R (n) are proved.
Quadratic systems play an important role in the modeling of a wide class of nonlinear processes (electrical, robotic, biological, etc.). For such systems it is mandatory not only to determine whether the origin of the...
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Quadratic systems play an important role in the modeling of a wide class of nonlinear processes (electrical, robotic, biological, etc.). For such systems it is mandatory not only to determine whether the origin of the state space is locally asymptotically stable, but also to ensure that the operative range is included into the convergence region of the equilibrium. Based on this observation, this paper considers the following problem: given the zero equilibrium point of a nonlinear quadratic system, assumed to be locally asymptotically stable, and a certain polytope in the state space containing the origin, determine whether this polytope belongs to the domain of attraction of the equilibrium. The proposed approach is based on polyhedral Lyapunov functions, rather than on the classical quadratic Lyapunov functions. An example shows that our methodology may return less conservative results than those obtainable with previous approaches. (c) 2010 Elsevier Ltd. All rights reserved.
We consider the problem of discriminating between two finite point sets A and B in the n -dimensional space by using a special type of polyhedral function. An effective finite algorithm for finding a separating functi...
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We consider the problem of discriminating between two finite point sets A and B in the n -dimensional space by using a special type of polyhedral function. An effective finite algorithm for finding a separating function based on iterative solutions of linear programming subproblems is suggested. At each iteration a function whose graph is a polyhedral cone with vertex at a certain point is constructed and the resulting separating function is defined as a point-wise minimum of these functions. It has been shown that arbitrary two finite point disjoint sets can be separated by using this algorithm. An illustrative example is given and an application on classification problems with some real-world data sets has been implemented.
Codifferentials and coexhausters are used to describe nonhomogeneous approximations of a nonsmooth function. Despite the fact that coexhausters are modern generalizations of codifferentials, the theories of these two ...
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Codifferentials and coexhausters are used to describe nonhomogeneous approximations of a nonsmooth function. Despite the fact that coexhausters are modern generalizations of codifferentials, the theories of these two concepts continue to develop simultaneously. Moreover, codifferentials and coexhausters are strongly connected with DC functions. In this paper we trace analogies between all these objects, and prove the equivalence of the boundedness and optimality conditions described in terms of these notions. This allows one to extend the results derived in terms of one object to the problems stated via the other one. Another contribution of this paper is the study of connection between nonhomogeneous approximations and directional derivatives and formulate optimality conditions in terms of nonhomogeneous approximations.
We consider the problem of discriminating between two finite point sets A and B in the n -dimensional space by using a special type of polyhedral function. An effective finite algorithm for finding a separating functi...
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We consider the problem of discriminating between two finite point sets A and B in the n -dimensional space by using a special type of polyhedral function. An effective finite algorithm for finding a separating function based on iterative solutions of linear programming subproblems is suggested. At each iteration a function whose graph is a polyhedral cone with vertex at a certain point is constructed and the resulting separating function is defined as a point-wise minimum of these functions. It has been shown that arbitrary two finite point disjoint sets can be separated by using this algorithm. An illustrative example is given and an application on classification problems with some real-world data sets has been implemented.
In this paper we present the extension and generalization of the adaptive inverse scale space (aISS) method proposed for l(1) regularization in [Math. Comp., 82 (2013), pp. 269-299] to arbitrary polyhedral functions. ...
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In this paper we present the extension and generalization of the adaptive inverse scale space (aISS) method proposed for l(1) regularization in [Math. Comp., 82 (2013), pp. 269-299] to arbitrary polyhedral functions. We will see that the representation of a convex polyhedral function as a finitely generated function allows us to conclude that the inverse scale space flow (the time continuous formulation of the augmented Lagrangian method) can be solved exactly without discretization. We present an algorithm for the computation of such a solution for arbitrary polyhedral functions, analyze its convergence, and interpret the well-known (forward) scale space flow as the inverse scale space flow on the convex conjugate functional, thus including this class of flows in our analysis. A surprising result is the equivalence of the scale space or gradient flow with a standard variational problem. Finally, we give examples of the applications for the aISS algorithm for polyhedral functions, which illustrate that the resulting algorithm can be fast (depending on the finitely generated representation of the polyhedral function) and behaves favorably over classical variational methods in the case of noisy data.
The conjugate duality, which states that inf(x is an element of X) phi(x, 0)=max(upsilon is an element of Y') - phi*(0, upsilon), whenever a regularity condition on phi is satisfied, is a key result in convex anal...
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The conjugate duality, which states that inf(x is an element of X) phi(x, 0)=max(upsilon is an element of Y') - phi*(0, upsilon), whenever a regularity condition on phi is satisfied, is a key result in convex analysis and optimization, where phi: X x Y -> R boolean OR {+infinity} is a convex function, X and Y are Banach spaces, Y' is the continuous dual space of Y and phi* is the Fenchel-Moreau conjugate of phi. In this paper, we establish a necessary and sufficient condition for the stable conjugate duality, inf(x is an element of X) {phi(x, 0) + x*(x)} = max(upsilon is an element of Y') {-phi*(-x*, upsilon)}, for all x* is an element of X' and then obtain a new epigraph regularity condition for the conjugate duality. The regularity condition is shown to be much more general than the popularly known interior-point type conditions. As an easy consequence we present an epigraph closure condition which is necessary and sufficient for a stable Fenchel-Rockafellar duality theorem. In the case where one of the functions involved is a polyhedral convex function, we provide generalized interior-point conditions for the epigraph regularity condition. Moreover, we show that a stable Fenchel's duality for sublinear functions holds whenever a subdifferential sum formula for the functions holds. (c) 2005 Elsevier Ltd. All rights reserved.
This paper shows that the matrix inequality conditions for stability/stabilizability of linear differential inclusions derived from two classes of composite quadratic functions are not conservative. It is established ...
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This paper shows that the matrix inequality conditions for stability/stabilizability of linear differential inclusions derived from two classes of composite quadratic functions are not conservative. It is established that the existing stability/stabilizability conditions by means of polyhedral functions and based on matrix equalities are equivalent to the matrix inequality conditions. This implies that the composite quadratic functions are universal for robust, possibly constrained, stabilization problems of linear differential inclusions. In particular, a linear differential inclusion is stable (stabilizable with/without constraints) iff it admits a Lyapunov (control Lyapunov) function in these classes. Examples demonstrate that the polyhedral functions can be much more complex than the composite quadratic functions, to confirm the stability/stabilizability of the same system. (C) 2009 Elsevier Ltd. All rights reserved.
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