Title :
An nD-systems approach to global polynomial optimization with an application to H2model order reduction
Author :
Bleylevens, Ivo ; Peeters, Ralf ; Hanzon, Bernard
Author_Institution :
Mathematics Department, Universiteit Maastricht, PO Box 616, 6200 MD Maastricht, The Netherlands i.bleylevens@math.unimaas.nl
Abstract :
The problem of finding the global minimum of a multivariate polynomial can be approached by the matrix method of Stetter-Möller, which reformulates it as a large eigenvalue problem. The linear operators involved in this approach are studied using the theory of nD-systems. This supports the efficient application of iterative methods for solving eigenvalue problems such as Arnoldi methods and Jacobi-Davidson methods. This approach is demonstrated by an example which addresses optimal H2-model reduction of a linear dynamical model of order 10 to order 9.
Keywords :
H; Stetter-Möller matrix method; global polynomial optimization; large eigenvalue problem; linear operator; nD-system; Argon; Control theory; Difference equations; Eigenvalues and eigenfunctions; Iterative methods; Jacobian matrices; Mathematics; Optimization methods; Polynomials; Reduced order systems; H; Stetter-Möller matrix method; global polynomial optimization; large eigenvalue problem; linear operator; nD-system;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582972