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
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