期刊
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 61, 期 9, 页码 2565-2571出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2015.2494875
关键词
Convex optimization; hard-disk servo design; randomized algorithms; sequential algorithms
资金
- DSI
- CNR International Joint Lab COOPS
In this technical note, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full constraint satisfaction and partial constraint satisfaction, respectively, is given. The proposed methods allow to enlarge the applicability of the existing randomized methods to real-world applications involving a large number of design variables. Since the proposed approach does not provide a priori bounds on the sample complexity, extensive numerical simulations, dealing with an application to hard-disk drive servo design, are provided. These simulations testify the goodness of the proposed solution.
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