Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers

• Published in: IEEE transactions on automatic control Vol. 58; no. 9; pp. 2426 - 2431
• Main Authors: Fu Lin, Fardad, Makan, Jovanovic, Mihailo R.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.09.2013; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Alternating direction method of multipliers (ADMM); communication architectures; continuation methods; Convergence; ell _{1} minimization; Equations; Linear programming; Minimization; Optimal control; Optimization; separable penalty functions; Sparsity; sparsity-promoting optimal control; structured distributed design; Studies

We design sparse and block sparse feedback gains that minimize the variance amplification (i.e., the H 2 norm) of distributed systems. Our approach consists of two steps. First, we identify sparsity patterns of feedback gains by incorporating sparsity-promoting penalty functions into the optimal con...