Open Problems in Optimization - Revision history

Ranjelin: /* [http://www.convexoptimization.com/wikimization/index.php/User:Dattorro Convex Optimization of a Reverberator.] */

Ranjelin — Fri, 02 Jul 2010 07:08:03 GMT

[http://www.convexoptimization.com/wikimization/index.php/User:Dattorro Convex Optimization of a Reverberator.]

←Older revision		Revision as of 07:08, 2 July 2010
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	== [[Euclidean distance cone faces]]. ==		== [[Euclidean distance cone faces]]. ==

-	== [~~http://www.convexoptimization.com/wikimization/index.php/~~User:Dattorro Convex Optimization of a Reverberator.] ==	+	== [[User:Dattorro\|Convex Optimization of a Reverberator]]. ==

	== <i>Propose your open problem here...</i>==		== <i>Propose your open problem here...</i>==

Dattorro at 02:26, 2 July 2010

Dattorro — Fri, 02 Jul 2010 02:26:33 GMT

←Older revision		Revision as of 02:26, 2 July 2010
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	== <i>Propose your open problem here...</i>==		== <i>Propose your open problem here...</i>==
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-	== ==

	== ==		== ==

Dattorro at 02:25, 2 July 2010

Dattorro — Fri, 02 Jul 2010 02:25:41 GMT

←Older revision		Revision as of 02:25, 2 July 2010
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	== [[Euclidean distance cone faces]]. ==		== [[Euclidean distance cone faces]]. ==

-	== Propose your open problem here...==	+	== [http://www.convexoptimization.com/wikimization/index.php/User:Dattorro Convex Optimization of a Reverberator.] ==
		+
		+	== <i>Propose your open problem here...</i>==

	== ==		== ==

Ranjelin: Protected "Open Problems in Optimization" [edit=autoconfirmed:move=autoconfirmed]

Ranjelin — Wed, 11 Nov 2009 23:39:35 GMT

Protected "Open Problems in Optimization" [edit=autoconfirmed:move=autoconfirmed]

←Older revision

Revision as of 23:39, 11 November 2009

Ranjelin: Reverted edits by 162.71.100.8 (Talk); changed back to last version by Dattorro

Ranjelin — Wed, 11 Nov 2009 23:38:41 GMT

Reverted edits by 162.71.100.8 (Talk); changed back to last version by Dattorro

←Older revision		Revision as of 23:38, 11 November 2009
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-	~~S7Khe9 <a href~~=~~"http://laewraxrawgz.com/">laewraxrawgz</a>, [url~~=~~http://gpkkivkneskt.com/]gpkkivkneskt~~[~~/url],~~ [~~link=http://mrqkjriknnjs.com/~~]~~mrqkjriknnjs[/link~~]~~, http://icrwpawtrwvp~~.~~com/~~	+	== [[Projection on Polyhedral Cone]]. ==

	== [[Smallest simplex]]. ==		== [[Smallest simplex]]. ==

162.71.100.8: /* Projection on Polyhedral Cone. */

162.71.100.8 — Wed, 11 Nov 2009 18:49:54 GMT

Projection on Polyhedral Cone.

←Older revision		Revision as of 18:49, 11 November 2009
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-	== [[~~Projection on Polyhedral Cone~~]]. ==	+	S7Khe9 <a href="http://laewraxrawgz.com/">laewraxrawgz</a>, [url=http://gpkkivkneskt.com/]gpkkivkneskt[/url], [link=http://mrqkjriknnjs.com/]mrqkjriknnjs[/link], http://icrwpawtrwvp.com/

	== [[Smallest simplex]]. ==		== [[Smallest simplex]]. ==

Dattorro at 21:17, 10 February 2009

Dattorro — Tue, 10 Feb 2009 21:17:57 GMT

←Older revision		Revision as of 21:17, 10 February 2009
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	== [[Euclidean distance cone faces]]. ==		== [[Euclidean distance cone faces]]. ==

-	== Propose your problem here...==	+	== Propose your open problem here...==

	== ==		== ==

Dattorro at 21:13, 10 February 2009

Dattorro — Tue, 10 Feb 2009 21:13:33 GMT

←Older revision		Revision as of 21:13, 10 February 2009
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	== [[Euclidean distance cone faces]]. ==		== [[Euclidean distance cone faces]]. ==
-
-	== [[Beginning with CVX]]. ==

	== Propose your problem here...==		== Propose your problem here...==
		+
		+	== ==

	== ==		== ==

Dattorro at 21:44, 2 February 2009

Dattorro — Mon, 02 Feb 2009 21:44:11 GMT

←Older revision		Revision as of 21:44, 2 February 2009
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	== [[Euclidean distance cone faces]]. ==		== [[Euclidean distance cone faces]]. ==

-	== ~~Propose your problem here..~~.==	+	== [[Beginning with CVX]]. ==

-	== ==	+	== Propose your problem here...==

	== ==		== ==

Dattorro: Reverted edits by Mtxu (Talk); changed back to last version by Dattorro

Dattorro — Mon, 02 Feb 2009 21:42:54 GMT

Reverted edits by Mtxu (Talk); changed back to last version by Dattorro

←Older revision		Revision as of 21:42, 2 February 2009
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	== [[Smallest simplex]]. ==		== [[Smallest simplex]]. ==

-	== [[~~Begining with CVX~~]]. ==	+	== [[Euclidean distance cone faces]]. ==

-	~~Hello,~~	+	== Propose your problem here...==
-		+
-	~~I'm Maria, I have an answer abot CVX and how to work with. I hope here is the place for answer about.~~	+
-		+
-	~~I'm one student from Spain. I'm studing engienering in automatic control. I'm in my last year and I'm making a proyect of investigacion. It's about LQR and how to sintonice it by pole assignment.~~	+
-		+
-	I have some problems with the initialitation of the gain matrix. I'm reading one article for know how to make it. In the article they said that it's necessary to solve by convex programm. Until last week I didn't knew anything about convex program.	+
-		+
-	~~So I'm begining whit CVX program and now I'm lost. Could you help me? I don't know how to continue.~~	+
-		+
-	~~I have a system, A, B and C. It have to move poles to one region, for it, I make a transform to the original system. (A_alfa, B_alfa, C_alfa).~~	+
-		+
-	~~I have to know the gain matrix, with is:~~	+
-		+
-	~~<math>K~~=~~R*W^{(-1)}</math>~~	+
-		+
-	~~It's knew that:~~	+
-		+
-	~~<math>v(x)~~=~~x'Px=x'W^{(-1)}x</math>~~.	+
-		+
-	~~<math>x'(A'P+PA)x-2x'PBKx<0</math>~~.	+
-		+
-	~~<math>u(t)=-K*x(t)</math>~~.	+
-		+
-		+
-	~~<math>Hij(W,R)~~=~~WA_{/alfa i} '+A{/alfa i}W-B_{/alfa i}R-R'B_{/alfa j} '<0</math>~~	+
-		+
-	~~and~~	+
-		+
-	~~<math>W~~=~~eye(2,2)*w, w \in{} R^{(2x2)}</math>~~	+
-		+
-	~~<math>R=eye(2,2)*w, w \in{} R^{(4x2)}</math>.~~	+
-		+
-	~~The ecuation must: <math>min f(W,R)=min(p1)+min(p2)</math>~~	+
-		+
-	~~subject to:~~	+
-		+
-	~~<math>w_{nn} \leq{} p1</math>~~	+
-		+
-	~~<math>-p2 \leq{} r_{qn}\leq{} p2</math>~~	+
-		+
-	~~with~~	+
-		+
-	~~<math>n=1,....4, q=1...2.</math>~~	+
-		+
-	~~<math>W=w*eye(4)</math>~~	+
-		+
-	~~<math>R=r*eye(2,4)</math>~~	+
-		+
-	~~and:~~	+
-		+
-	~~<math>W \geq{} \epsilon1*eye(4)</math>~~	+
-		+
-	~~<math>Hij(W,R) \leq{} -\epsilon2*eye(4)</math>~~	+
-		+
-	~~Now the article says that aplaing the convex programm, it posible to solve the ecuation.~~	+
-		+
-	~~They present the next algoritm:~~	+
-	~~1) Initialization~~	+
-		+
-	~~<math>l=0, W1=W1=eye(4), R1=R2=zeros(2,4)</math>~~	+
-		+
-	~~2)Calculate~~	+
-		+
-	~~<math>\lambda(W)=\lambda min(W)</math>~~	+
-		+
-	~~<math>\lambda_{Hij}=\lambda max(Hij(Wi,Ri))</math>~~	+
-		+
-	~~3)if~~	+
-		+
-	~~<math>\lambda(W) \geq \epsilon1</math>~~	+
-		+
-	~~<math>lambda_H(ij) \leq -\epsilon2</math>~~	+
-		+
-	~~STOP~~	+
-		+
-	~~Else~~	+
-		+
-	~~<math>l=l+1</math>~~	+
-		+
-	~~calculate eigenvalues(v_w y v_Hij).~~	+
-		+
-	~~calculate the constraint linear: C1(W,R)~~	+
-		+
-	~~<math>v_w'W1v_w \geq \epsilon1</math> if <math>(\epsilon1-\lambda_w)>(\lambda_Hij+\epsilon2)</math>~~	+
-		+
-	~~<math>v_Hij'Hijv_Hij \leq -\epsilon2</math> if <math>(\epsilon1-\lambda_w)\leq (\lambda_Hij+\epsilon2)</math>~~	+
-		+
-	~~4)Solve~~	+
-		+
-	~~<math>min(p1+p2)</math>~~	+
-		+
-	~~under~~	+
-		+
-	~~<math>\epsilon1 \leq w_{nn} \leq p1</math>~~	+
-		+
-	~~<math>-p2 \leq r_{qn}\leq p2</math>~~	+
-		+
-	~~<math>C_k(W,R)</math>~~	+
-		+
-	~~<math>k=1,...z</math>~~	+
-		+
-	~~Now I have no idea of how to continue, or how to program the algoritm.~~	+
-		+
-	~~They said the method for solving it's mathematical convex program.~~	+
-		+
-	~~Thanks a lot for all, Greetings.~~	+

	== ==		== ==