The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

A new approach for modeling and control of nonlinear systems via norm-bounded linear differential inclusions

A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.