直接设计具有结构稀疏性的反馈控制器,理论保证更高效。
Nonconvex Optimization Framework for Group-Sparse Feedback Linear-Quadratic Optimal Control: Penalty Approach
- 用非凸优化加组ℓ₀正则化直接求解稀疏控制律。
- 算法收敛到临界点,且子问题可高效求解。
- 适合大规模系统中需结构感知的控制设计。
本文为无限时域线性二次(LQ)问题中的分组稀疏反馈控制器设计,构建了一个统一的非凸优化框架。针对两类经典LQ问题的扩展——固定通信拓扑的分布式LQ问题(DFT-LQ)和稀疏反馈LQ问题(SF-LQ),均源于大规模系统对可扩展性与结构感知控制的需求。现有方法多依赖凸松弛或仅限块对角结构,而本文将控制器设计建模为有限维非凸优化问题,引入组ℓ₀-范数正则化以捕捉一般稀疏模式。建立了DFT-LQ与SF-LQ之间的联系,表明两者均可在该统一框架下处理。进一步提出基于惩罚项的近似交替线性化最小化(PALM)算法,并在温和假设下提供严格收敛性分析,克服目标函数缺乏强制性的问题。所提方法对所有子问题均有高效求解器,且保证全局收敛至临界点。结果填补了文献空白,实现无需凸替代或结构限制的分组稀疏反馈增益直接设计,具备理论保障。
原文摘要 · Abstract (English)
This paper develops a unified nonconvex optimization framework for the design of group-sparse feedback controllers in infinite-horizon linear-quadratic (LQ) problems. We address two prominent extensions of the classical LQ problem: the distributed LQ problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ), both of which are motivated by the need for scalable and structure-aware control in large-scale systems. Unlike existing approaches that rely on convex relaxations or are limited to block-diagonal structures, we directly formulate the controller synthesis as a finite-dimensional nonconvex optimization problem with group $\ell_0$-norm regularization, capturing general sparsity patterns. We establish a connection between DFT-LQ and SF-LQ problems, showing that both can be addressed within our unified framework. Furthermore, we propose a penalty-based proximal alternating linearized minimization (PALM) algorithm and provide a rigorous convergence analysis under mild assumptions, overcoming the lack of coercivity in the objective function. The proposed method admits efficient solvers for all subproblems and guarantees global convergence to critical points. Our results fill a key gap in the literature by enabling the direct design of group-sparse feedback gains with theoretical guarantees, without resorting to convex surrogates or restrictive structural assumptions.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。