Stability of an analog optimization circuit for quadratic programming

详细信息    查看全文

• 作者：Sergey Vichik ; ^{sergv@berkeley.edu" class="auth_mail" title="E-mail the corresponding author} ; Murat Arcak ^{arcak@berkeley.edu" class="auth_mail" title="E-mail the corresponding author} ; Francesco Borrelli ^{fborrelli@berkeley.edu" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Optimization ; MPC ; Quadratic programming ; Analog computation ; KYP ; Lyapunov function ; Hybrid systems
• 刊名：Systems & Control Letters
• 出版年：2016
• 出版时间：February 2016
• 年：2016
• 卷：88
• 期：Complete
• 页码：68-74
• 全文大小：523 K

文摘

We study the stability of an analog optimization circuit that solves quadratic programming (QP) problems. The circuit dynamics are modeled as a switched affine system. A piece-wise quadratic Lyapunov function and the KYP lemma are used to derive the stability criterion. The stability criterion characterizes the range of critical circuit parameters for which the QP circuit is globally exponentially stable.