### Abstract

Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance the Schur and Hurwitz stability domains. These sets often have very complicated shapes (nonconvex, and even non-connected), which render difficult their manipulation. It is therefore of considerable importance to find simple-enough approximations of these sets, able to capture their main characteristics while maintaining a low level of complexity. For these reasons, in the past years several convex approximations, based for instance on hyperrectangles, polytopes, or ellipsoids have been proposed. In this work, we move a step further, and propose possibly nonconvex yet still simple approximations, based on a small volume polynomial superlevel set of a single positive polynomial of given degree. We show how these sets can be easily approximated by minimizing the L^{1} norm of the polynomial over the semialgebraic set, subject to positivity constraints. Intuitively, this corresponds to the trace minimization heuristic commonly encountered in minimum volume ellipsoid problems. From a computational viewpoint, we design a hierarchy of convex linear matrix inequality problems to generate these approximations, and we provide theoretically rigorous convergence results, in the sense that the hierarchy of outer approximations converges in volume (or, equivalently, almost everywhere and almost uniformly) to the original set. Finally, we show how the concept of polynomial superlevel set can be used to generate samples uniformly distributed on a given semialgebraic set. The efficiency of the proposed approach is demonstrated by different numerical examples.

Original language | English (US) |
---|---|

Pages (from-to) | 110-118 |

Number of pages | 9 |

Journal | Automatica |

Volume | 78 |

DOIs | |

State | Published - Apr 1 2017 |

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### All Science Journal Classification (ASJC) codes

- Control and Systems Engineering
- Electrical and Electronic Engineering

### Cite this

*Automatica*,

*78*, 110-118. https://doi.org/10.1016/j.automatica.2016.11.021

}

*Automatica*, vol. 78, pp. 110-118. https://doi.org/10.1016/j.automatica.2016.11.021

**Simple approximations of semialgebraic sets and their applications to control.** / Dabbene, Fabrizio; Henrion, Didier; Lagoa, Constantino M.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Simple approximations of semialgebraic sets and their applications to control

AU - Dabbene, Fabrizio

AU - Henrion, Didier

AU - Lagoa, Constantino M.

PY - 2017/4/1

Y1 - 2017/4/1

N2 - Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance the Schur and Hurwitz stability domains. These sets often have very complicated shapes (nonconvex, and even non-connected), which render difficult their manipulation. It is therefore of considerable importance to find simple-enough approximations of these sets, able to capture their main characteristics while maintaining a low level of complexity. For these reasons, in the past years several convex approximations, based for instance on hyperrectangles, polytopes, or ellipsoids have been proposed. In this work, we move a step further, and propose possibly nonconvex yet still simple approximations, based on a small volume polynomial superlevel set of a single positive polynomial of given degree. We show how these sets can be easily approximated by minimizing the L1 norm of the polynomial over the semialgebraic set, subject to positivity constraints. Intuitively, this corresponds to the trace minimization heuristic commonly encountered in minimum volume ellipsoid problems. From a computational viewpoint, we design a hierarchy of convex linear matrix inequality problems to generate these approximations, and we provide theoretically rigorous convergence results, in the sense that the hierarchy of outer approximations converges in volume (or, equivalently, almost everywhere and almost uniformly) to the original set. Finally, we show how the concept of polynomial superlevel set can be used to generate samples uniformly distributed on a given semialgebraic set. The efficiency of the proposed approach is demonstrated by different numerical examples.

AB - Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance the Schur and Hurwitz stability domains. These sets often have very complicated shapes (nonconvex, and even non-connected), which render difficult their manipulation. It is therefore of considerable importance to find simple-enough approximations of these sets, able to capture their main characteristics while maintaining a low level of complexity. For these reasons, in the past years several convex approximations, based for instance on hyperrectangles, polytopes, or ellipsoids have been proposed. In this work, we move a step further, and propose possibly nonconvex yet still simple approximations, based on a small volume polynomial superlevel set of a single positive polynomial of given degree. We show how these sets can be easily approximated by minimizing the L1 norm of the polynomial over the semialgebraic set, subject to positivity constraints. Intuitively, this corresponds to the trace minimization heuristic commonly encountered in minimum volume ellipsoid problems. From a computational viewpoint, we design a hierarchy of convex linear matrix inequality problems to generate these approximations, and we provide theoretically rigorous convergence results, in the sense that the hierarchy of outer approximations converges in volume (or, equivalently, almost everywhere and almost uniformly) to the original set. Finally, we show how the concept of polynomial superlevel set can be used to generate samples uniformly distributed on a given semialgebraic set. The efficiency of the proposed approach is demonstrated by different numerical examples.

UR - http://www.scopus.com/inward/record.url?scp=85010460383&partnerID=8YFLogxK

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U2 - 10.1016/j.automatica.2016.11.021

DO - 10.1016/j.automatica.2016.11.021

M3 - Article

AN - SCOPUS:85010460383

VL - 78

SP - 110

EP - 118

JO - Automatica

JF - Automatica

SN - 0005-1098

ER -