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Register a new userFast Parallel Frequency Sweeping Algorithms for Robust ${cal D}$-Stability Margin
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This paper considers the robust ${cal D}$-stability margin problem under polynomic structured real parametric uncertainty. Based on the work of De Gaston and Safonov (1988), we have developed techniques such as, a parallel frequency sweeping strategy, different domain splitting schemes, which significantly reduce the computational complexity and guarantee the convergence.
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In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their universal applicability to robustness analysis problems with arbitrary robustness requirements and uncertainty bounding set. In contrast to existing probabilistic methods, our approach does not depend on the feasibility of computing deterministic robustness margin. We have developed efficient methods such as probabilistic comparison, probabilistic bisection and backward iteration to facilitate the computation. In particular, confidence interval for binomial random variables has been frequently used in the estimation of probabilistic robustness margin and in the accuracy evaluation of estimating robustness degradation function. Motivated by the importance of fast computing of binomial confidence interval in the context of probabilistic robustness analysis, we have derived an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and thus inevitably introduce unknown errors in applications. Moreover, the formula is extremely simple and very tight in comparison with classic Clopper-Pearsons approach.
The dynamic response of power grids to small disturbances influences their overall stability. This paper examines the effect of network topology on the linearized time-invariant dynamics of electric power systems. The proposed framework utilizes ${cal H}_2$-norm based stability metrics to study the optimal placement of lines on existing networks as well as the topology design of new networks. The design task is first posed as an NP-hard mixed-integer nonlinear program (MINLP) that is exactly reformulated as a mixed-integer linear program (MILP) using McCormick linearization. To improve computation time, graph-theoretic properties are exploited to derive valid inequalities (cuts) and tighten bounds on the continuous optimization variables. Moreover, a cutting plane generation procedure is put forth that is able to interject the MILP solver and augment additional constraints to the problem on-the-fly. The efficacy of our approach in designing optimal grid topologies is demonstrated through numerical tests on the IEEE 39-bus network.
Wasserstein textbf{D}istributionally textbf{R}obust textbf{O}ptimization (DRO) is concerned with finding decisions that perform well on data that are drawn from the worst-case probability distribution within a Wasserstein ball centered at a certain nominal distribution. In recent years, it has been shown that various DRO formulations of learning models admit tractable convex reformulations. However, most existing works propose to solve these convex reformulations by general-purpose solvers, which are not well-suited for tackling large-scale problems. In this paper, we focus on a family of Wasserstein distributionally robust support vector machine (DRSVM) problems and propose two novel epigraphical projection-based incremental algorithms to solve them. The updates in each iteration of these algorithms can be computed in a highly efficient manner. Moreover, we show that the DRSVM problems considered in this paper satisfy a Holderian growth condition with explicitly determined growth exponents. Consequently, we are able to establish the convergence rates of the proposed incremental algorithms. Our numerical results indicate that the proposed methods are orders of magnitude faster than the state-of-the-art, and the performance gap grows considerably as the problem size increases.
We discuss some frequency-domain criteria for the exponential stability of nonlinear feedback systems based on dissipativity theory. Applications are given to convergence rates for certain perturbations of the damped harmonic oscillator.
In this paper, we have developed a parallel branch and bound algorithm which computes the maximal structured singular value $mu$ without tightly bounding $mu$ for each frequency and thus significantly reduce the computational complexity.
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