A Hybrid Control Algorithm for Gradient-Free Optimization using Conjugate Directions. Issue 2 (2020)

• Record Type: Journal Article
• Authors: Melis, Alessandro; Sanfelice, Ricardo G.; Marconi, Lorenzo
• Is Part Of: IFAC-PapersOnLine. Volume 53:Issue 2(2020)
• Page Start: 5825
• Page End: 5830
• Publication Date: 2020
• Subjects: Hybrid Systems -- Direct Search Algorithms -- Robustness Analysis -- Optimization -- Conjugate Directions; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2020.12.1627
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: The problem of steering a particular class of n -dimensional continuous-time dynamical systems towards the minima of a function without gradient information is considered. We propose a hybrid controller, implementing a discrete-time Direct Search algorithm based on conjugate directions, able to solve the optimization problem for the resulting closed loop system in an almost global sense. Moreover, we propose a modified version by imposing a lower bound on the step size and able to achieve robust practical convergence to the optimum.