TY - GEN

T1 - Decentralized Polya's algorithm for stability analysis of large-scale nonlinear systems

AU - Kamyar, Reza

AU - Peet, Matthew

PY - 2013

Y1 - 2013

N2 - In this paper, we introduce an algorithm to decentralize the computation associated with the stability analysis of systems of nonlinear differential equations with a large number of states. The algorithm applies to dynamical systems with polynomial vector fields and checks the local asymptotic stability on hypercubes. We perform the analysis in three steps. First, by applying a multi-simplex version of Polya's theorem to some Lyapunov inequalities, we derive a sequence of stability conditions of increasing accuracy in the form of structured linear matrix inequalities. Then, we design a set-up algorithm to decentralize the computation of the coefficients of the LMIs, among the processing units of a parallel environment. Finally, we use a parallel primal-dual central path algorithm, specifically designed to solve the structured LMIs given by the set-up algorithm. For a sufficiently large number of available processors, the per-core computational complexity of the resulting algorithm is fixed with the accuracy. The algorithm demonstrates a near-linear speed-up in numerical experiments.

AB - In this paper, we introduce an algorithm to decentralize the computation associated with the stability analysis of systems of nonlinear differential equations with a large number of states. The algorithm applies to dynamical systems with polynomial vector fields and checks the local asymptotic stability on hypercubes. We perform the analysis in three steps. First, by applying a multi-simplex version of Polya's theorem to some Lyapunov inequalities, we derive a sequence of stability conditions of increasing accuracy in the form of structured linear matrix inequalities. Then, we design a set-up algorithm to decentralize the computation of the coefficients of the LMIs, among the processing units of a parallel environment. Finally, we use a parallel primal-dual central path algorithm, specifically designed to solve the structured LMIs given by the set-up algorithm. For a sufficiently large number of available processors, the per-core computational complexity of the resulting algorithm is fixed with the accuracy. The algorithm demonstrates a near-linear speed-up in numerical experiments.

UR - http://www.scopus.com/inward/record.url?scp=84902338761&partnerID=8YFLogxK

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U2 - 10.1109/CDC.2013.6760813

DO - 10.1109/CDC.2013.6760813

M3 - Conference contribution

AN - SCOPUS:84902338761

SN - 9781467357173

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 5858

EP - 5863

BT - 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 52nd IEEE Conference on Decision and Control, CDC 2013

Y2 - 10 December 2013 through 13 December 2013

ER -