DocumentCode :
2484513
Title :
Safety Verification of Iterative Algorithms over Polynomial Vector Fields
Author :
Roozbehani, Mardavij ; Megretski, Alexandre ; Feron, Eric
Author_Institution :
Dept. of Aeronaut. & Astronaut., Massachusetts Inst. of Technol., Cambridge, MA
fYear :
2006
fDate :
13-15 Dec. 2006
Firstpage :
6061
Lastpage :
6067
Abstract :
Iterative algorithms such as the Newton method or the steepest gradient method appear in real-time software to solve online optimization problems as part of autonomous decision making algorithms. Proving safety and in particular convergence properties of such methods in their generic form is hopeless. However, for a special class of problems over a limited range of inputs and uncertain parameters, such task may become possible. In this paper, we consider applications of the Newton method to polynomial root finding and suggest new methods, based on Lyapunov invariance analysis and sum of squares programming to prove convergence and other performance properties of such algorithms. Generic forms for such Lyapunov invariants are presented and it is shown how the search for the certificates of performance can be formulated as a sum of squares program. The proof methods can be automated and thus integrated within a verification and validation workspace for software verification
Keywords :
Lyapunov methods; Newton method; convergence of numerical methods; decision making; formal verification; gradient methods; invariance; optimisation; polynomials; root loci; Lyapunov invariance analysis; Newton method; autonomous decision making algorithms; gradient method; iterative algorithms; online optimization problems; polynomial root finding; polynomial vector fields; real-time software; safety verification; software verification; sum of squares programming; Convergence; Decision making; Gradient methods; Iterative algorithms; Newton method; Optimization methods; Performance analysis; Polynomials; Safety; Software algorithms;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
Type :
conf
DOI :
10.1109/CDC.2006.377333
Filename :
4178069
Link To Document :
بازگشت