Title :
Probabilistic analytic center cutting plane method with multiple cuts
Author :
Wada, Takayuki ; Fujisaki, Yasumasa
Author_Institution :
Dept. of Inf. & Phys. Sci., Osaka Univ., Suita, Japan
Abstract :
A probabilistic analytic center cutting plane method with multiple cuts is proposed for a class of robust feasibility problems which is to find a solution satisfying a set of parameter dependent convex constraints for all possible parameter values. In particular, a new update rule is presented for constructing a smaller polytope which contains the intersection among a previous polytope and half spaces determined by given multiple subgradients. This modification could lead to fast convergence of proposed algorithm.
Keywords :
computational geometry; linear parameter varying systems; probability; convergence; half-spaces; intersections; multiple subgradients; multiple-cuts; parameter dependent convex constraints; parameter values; polytope constructing; probabilistic analytic center cutting plane method; robust feasibility problems; update rule; Algorithm design and analysis; Approximation algorithms; Optimization; Probabilistic logic; Robust control; Robustness; Standards;
Conference_Titel :
Control Conference (ECC), 2014 European
Conference_Location :
Strasbourg
Print_ISBN :
978-3-9524269-1-3
DOI :
10.1109/ECC.2014.6862603
