Search Results - "Polyak, B.T."
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1
Cubic regularization of Newton method and its global performance
Published in Mathematical programming (01-08-2006)“…In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme,…”
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2
Newton’s method and its use in optimization
Published in European journal of operational research (16-09-2007)“…Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the…”
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3
Stochastic algorithms for exact and approximate feasibility of robust LMIs
Published in IEEE transactions on automatic control (01-11-2001)“…In this note, we discuss fast randomized algorithms for determining an admissible solution for robust linear matrix inequalities (LMIs) of the form F(x,/spl…”
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4
Random spherical uncertainty in estimation and robustness
Published in IEEE transactions on automatic control (01-11-2000)“…A theorem is formulated that gives an exact probability distribution for a linear function of a random vector uniformly distributed over a ball in…”
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5
Probabilistic robust design with linear quadratic regulators
Published in Systems & control letters (2001)“…In this paper, we study robust design of uncertain systems in a probabilistic setting by means of linear quadratic regulators (LQR). We consider systems…”
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6
On the complete instability of interval polynomials
Published in Systems & control letters (01-06-2007)“…In this paper, we study “complete instability” of interval polynomials, which is the counterpart of classical robust stability. That is, the objective is to…”
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7
Robust stability and design of linear discrete-time SISO systems under l/sub 1/ uncertainties
Published in IEEE transactions on automatic control (01-11-1999)“…Shows how value sets and the zero exclusion principle can be used to obtain results on the robust stability and design of controllers against a special…”
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8
Interval solutions for interval algebraic equations
Published in Mathematics and computers in simulation (29-06-2004)“…In the framework of interval uncertainty, a well-known classical problem in numerical analysis is considered, namely, to find “the best” interval solution for…”
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9
History of mathematical programming in the USSR: analyzing the phenomenon
Published in Mathematical programming (01-02-2002)“…I am not a historian; these are just reminiscences of a person involved in the development of optimization theory and methods in the former USSR. I realize…”
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10
Stability of linear difference equations with unmodelled higher order terms
Published in Journal of difference equations and applications (01-01-1998)“…Dedicated to Gerry Ladas on his sixtieth birthday. We consder the case when the tru linear difference equation may difer from the nominal one. Neither higher…”
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Optimal design for discrete-time linear systems via new performance index
Published in International journal of adaptive control and signal processing (01-03-2001)“…We introduce a class of linear discrete‐time systems called ‘superstable’. For the SISO case this means that the absolute value of the constant term of the…”
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12
Frequency domain criteria for l/sup p/-robust stability of continuous linear systems
Published in IEEE transactions on automatic control (01-12-1991)“…Necessary and sufficient criteria in the frequency domain for robust stability are given under the assumption that coefficients of a characteristic polynomial…”
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13
Necessary and sufficient conditions for robust stability of linear systems with multiaffine uncertainty structure
Published in IEEE transactions on automatic control (01-07-1995)“…This correspondence is concerned with an image f(B/sup m/) of a box B/sup m//spl sub/R/sup m/ under a multiaffine transformation f:R/sup m//spl rarr/C. The…”
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Discussion on: ‘Multiobjective L1/H∞ Controller Design for Systems with Frequency and Time Domain Constraints’
Published in European journal of control (2000)Get full text
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15
High-Gain Robust Control
Published in European journal of control (1999)“…We consider linear time-invariant SISO systems with parametric or non-parametric uncertainty in the transfer function. It is assumed that the system is…”
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16
Multiplying Disks: Robust Stability of a Cascade Connection
Published in European journal of control (1996)“…An explicit formula for a product of n disks in the complex plane is obtained. It completes the circular arithmetic technique and yields numerous applications…”
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17
Robust stabilization via Hit-and-Run techniques
Published in 2009 IEEE Control Applications, (CCA) & Intelligent Control, (ISIC) (01-07-2009)“…In previous works the authors proposed to use hit-and-run versions of Markov-chain Monte-Carlo algorithms for various problems of control and optimization. In…”
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Conference Proceeding -
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A randomized cutting plane scheme with geometric convergence: Probabilistic analysis and SDP applications
Published in 2008 47th IEEE Conference on Decision and Control (01-12-2008)“…We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to…”
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Conference Proceeding -
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Comments on "Two necessary conditions for a complex polynomial to be strictly Hurwitz and their applications in robust stability analysis" [with reply]
Published in IEEE transactions on automatic control (01-05-1994)“…In the original paper, Y. Q. Shi, K. K. Yen, and C. M. Chen (IEEE Trans. Automat. Contr., vol. 38, no. 1, p. 125-8, 1993) present two simple necessary…”
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Rejection of Bounded Disturbances via Invariant Ellipsoids Technique
Published in Proceedings of the 45th IEEE Conference on Decision and Control (01-12-2006)“…In this paper an approach based on invariant ellipsoids is applied to the problem of persistent disturbance rejection by means of static state-feedback…”
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Conference Proceeding