Multivariable algebraic loops with complementarity constraints enforcing some KKT conditions
Research output: Contribution to conference › Paper › peer-review
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2015. 1033-1039 Paper presented at 2014 52nd Annual Allerton Conference on Communication, Control, and Computing (Allerton), Monticello, IL., United States.
Research output: Contribution to conference › Paper › peer-review
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TY - CONF
T1 - Multivariable algebraic loops with complementarity constraints enforcing some KKT conditions
AU - Adegbege, A.A.
AU - Heath, W.P.
PY - 2015/2/5
Y1 - 2015/2/5
N2 - In this paper, we address the wellposedness and online resolution of algebraic loop arising from the feedback interconnection of a linear time invariant system and a static nonlinearity whose input-output characteristics enforce some KKT optimality conditions. We establish sufficient conditions for the wellposedness of such algebraic loops using the theory of linear complementarity problems. In particular, we show that wellposedness is equivalent to the existence and uniqueness of solution of a convex optimization problem for which efficient solution algorithms are well established. The application of the results to constrained control problem is illustrated using a multivariable antiwindup design.
AB - In this paper, we address the wellposedness and online resolution of algebraic loop arising from the feedback interconnection of a linear time invariant system and a static nonlinearity whose input-output characteristics enforce some KKT optimality conditions. We establish sufficient conditions for the wellposedness of such algebraic loops using the theory of linear complementarity problems. In particular, we show that wellposedness is equivalent to the existence and uniqueness of solution of a convex optimization problem for which efficient solution algorithms are well established. The application of the results to constrained control problem is illustrated using a multivariable antiwindup design.
U2 - 10.1109/ALLERTON.2014.7028568
DO - 10.1109/ALLERTON.2014.7028568
M3 - Papur
SP - 1033
EP - 1039
T2 - 2014 52nd Annual Allerton Conference on Communication, Control, and Computing (Allerton)
Y2 - 30 September 2014 through 3 October 2014
ER -