Title :
Multidimensional global extremum seeking via the DIRECT method
Author :
Sei Zhen Khong ; Manzie, Chris ; Nesic, D. ; Ying Tan
Author_Institution :
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Melbourne, VIC, Australia
Abstract :
This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants - DIRECT is a sampling type global optimisation method for Lipschitz-continuous functions defined over compact multidimensional domains. Finite-time semi-global practical convergence is established based on a deadbeat sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. A numerical example of global extremum seeking in the presence of local extrema based on DIRECT is presented at the end.
Keywords :
multidimensional systems; multivariable control systems; optimal control; optimisation; robust control; sampled data systems; sampling methods; DIRECT method; Lipschitz-continuous functions; bounded additive perturbations; compact multidimensional domains; deadbeat sampled-data control law; finite-time semiglobal practical convergence; global extremum seeking control; local extrema; modified termination criterion; multidimensional global extremum seeking; multivariable dynamical plants; robustness analysis; sampling type global optimisation method; Algorithm design and analysis; Convergence; Heuristic algorithms; Linear programming; Optimization; Robustness; Steady-state; DIRECT method; Extremum seeking control; multidimensional global optimisation; robustness analysis;
Conference_Titel :
Control Conference (AUCC), 2012 2nd Australian
Conference_Location :
Sydney, NSW
Print_ISBN :
978-1-922107-63-3
