Abstract
In this paper, we explore the merits of various algorithms for solving polynomial optimization and optimization of polynomials, focusing on alternatives to sum of squares programming. While we refer to advantages and disadvantages of Quantifier Elimination, Reformulation Linear Techniques, Blossoming and Groebner basis methods, our main focus is on algorithms defined by Polya's theorem, Bernstein's theorem and Handelman's theorem. We first formulate polynomial optimization problems as verifying the feasibility of semi-algebraic sets. Then, we discuss how Polya's algorithm, Bernstein's algorithm and Handelman's algorithm reduce the intractable problem of feasibility of semi-algebraic sets to linear and/or semi-definite programming. We apply these algorithms to different problems in robust stability analysis and stability of nonlinear dynamical systems. As one contribution of this paper, we apply Polya's algorithm to the problem of H∞ control of systems with parametric uncertainty. Numerical examples are provided to compare the accuracy of these algorithms with other polynomial optimization algorithms in the literature.
Original language | English (US) |
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Pages (from-to) | 2383-2417 |
Number of pages | 35 |
Journal | Discrete and Continuous Dynamical Systems - Series B |
Volume | 20 |
Issue number | 8 |
DOIs | |
State | Published - Oct 1 2015 |
Keywords
- Convex optimization
- Handelman's theorem
- Lyapunov stability analysis
- Polya's theorem
- Polynomial optimization
ASJC Scopus subject areas
- Discrete Mathematics and Combinatorics
- Applied Mathematics