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Invariance conditions for nonlinear dynamical systems

Zoltán Horváth(horvathz***at***sze.hu)
Yunfei Song(songyunfei1986***at***gmail.com)
Tamas Terlaky(terlaky***at***lehigh.edu)

Abstract: Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions, sufficient and necessary conditions, under which some convex sets are invariant sets for linear dynamical systems. In this paper, by utilizing analogous methodology, we generalize the results for nonlinear dynamical systems. First, the Theorems of Alternatives, i.e., the nonlinear Farkas lemma and the \emph{S}-lemma, together with Nagumo's Theorem are utilized to derive invariance conditions for discrete and continuous systems. Only standard assumptions are needed to establish invariance of broadly used convex sets, including polyhedral and ellipsoidal sets. Second, we establish an optimization framework to computationally verify the derived invariance conditions. Finally, we derive analogous invariance conditions without any conditions.

Keywords: Invariant Set, Nonlinear Dynamical System, Polyhedral Set, Ellipsoid, Convex Set

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Citation: Book: Optimization and Applications in Control and Data Sciences, In Honor of Boris T. Polyak’s 80th Birthday, Springer Optimization and Its Applications

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Entry Submitted: 07/11/2016
Entry Accepted: 07/11/2016
Entry Last Modified: 07/11/2016

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