Semidefinite relaxation of a class of quadratic integral inequalities
Fantuzzi G, Wynn A (2016)
Publication Type: Conference contribution
Publication year: 2016
Publisher: Institute of Electrical and Electronics Engineers Inc.
Pages Range: 6192-6197
Conference Proceedings Title: 2016 IEEE 55th Conference on Decision and Control, CDC 2016
Event location: Las Vegas, NV
ISBN: 9781509018376
Abstract
We propose a novel technique to solve optimization problems subject to a class of integral inequalities whose integrand is quadratic and homogeneous with respect to the dependent variables, and affine in the parameters. We assume that the dependent variables are subject to homogeneous boundary conditions. Specifically, we derive rigorous relaxations of such integral inequalities in terms of semidefinite constraints, so a strictly feasible and near-optimal point for the original problem can be computed using semidefinite programming. Simple examples arising from the stability analysis of partial differential equations illustrate the potential of our method compared to existing techniques.
Authors with CRIS profile
Involved external institutions
United Kingdom (GB)How to cite
APA:
Fantuzzi, G., & Wynn, A. (2016). Semidefinite relaxation of a class of quadratic integral inequalities. In 2016 IEEE 55th Conference on Decision and Control, CDC 2016 (pp. 6192-6197). Las Vegas, NV, US: Institute of Electrical and Electronics Engineers Inc..
MLA:
Fantuzzi, Giovanni, and Andrew Wynn. "Semidefinite relaxation of a class of quadratic integral inequalities." Proceedings of the 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV Institute of Electrical and Electronics Engineers Inc., 2016. 6192-6197.
BibTeX: Download