A Scenario Approach to Optimization Subject to Robust and Average LMIs

• Tsutsumoto Naoki

  Department of Information and Physical Sciences, Osaka University

• Fujisaki Yasumasa

  Department of Information and Physical Sciences, Osaka University

抄録

An optimization problem with robust and average constraints is introduced, where the constraints are described as parameter-dependent linear matrix inequalities. The difficulty of the parameter dependency is solved by using the scenario approach which employs random samples of the parameter. An explicit number of random samples such that the optimal solution of the scenario problem achieves prescribed accuracy and confidence is derived, which is the main result of this paper. It is then applied to an average pole placement problem with robust stability, and a numerical example is provided.

収録刊行物

• Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

  Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 2013 (0), 158-161, 2013-05-05

  システム制御情報学会ストカスティックシステムシンポジウム

キーワード

• Materials Science (miscellaneous)

詳細情報

• CRID: 1390564237987203840
• NII論文ID: 130007377530
• DOI: 10.5687/sss.2013.158
• ISSN: 21884749
• ISSN: 21884730
• Web Site: https://www.jstage.jst.go.jp/article/sss/2013/0/2013_158/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可