Optimization Online


SOS-Convex Lyapunov Functions and Stability of Difference Inclusions

Amir Ali Ahmadi(a_a_a***at***princeton.edu)
Raphael Jungers(raphael.jungers***at***uclouvain.be)

Abstract: We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an algebraic certificate of convexity and that can be efficiently found via semidefinite programming. We prove that sos-convex Lyapunov functions are universal (i.e., necessary and sufficient) for stability analysis of switched linear systems. We show via an explicit example however that the minimum degree of a convex polynomial Lyapunov function can be arbitrarily higher than a non-convex polynomial Lyapunov function. In the case of switched nonlinear systems, we prove that existence of a common non-convex Lyapunov function does not imply stability, but existence of a common convex Lyapunov function does. We then provide a semidefinite programming-based procedure for computing a full-dimensional subset of the region of attraction of equilibrium points of switched polynomial systems, under the condition that their linearization be stable. We conclude by showing that our semidefinite program can be extended to search for Lyapunov functions that are pointwise maxima of sos-convex polynomials.

Keywords: Difference inclusions, switched systems, nonlinear dynamics, convex Lyapunov functions, algebraic methods in optimization, semidefinite programming.

Category 1: Applications -- Science and Engineering (Control Applications )

Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Category 3: Convex and Nonsmooth Optimization (Convex Optimization )


Download: [PDF]

Entry Submitted: 03/06/2018
Entry Accepted: 03/06/2018
Entry Last Modified: 03/06/2018

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society