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controller structure & nonsmooth programming - Pierre Apkarian - Free

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challenges <strong>nonsmooth</strong> opt. MATLAB tools The End<br />

<strong>nonsmooth</strong> technique pseudo-code<br />

scheme<br />

1 compute an extension set of the Clarke subdifferential of the H ∞ objective<br />

2 estimate local curvature to speed up convergence<br />

3 form tangent program and compute descent direction<br />

4 perform line search<br />

5 loop over 1-4 until convergence<br />

• stopping test and remote (global) convergence<br />

P. <strong>Apkarian</strong>, D. Noll, 2006.<br />

<strong>controller</strong> <strong>structure</strong> & <strong>nonsmooth</strong> <strong>programming</strong> - http://pierre.apkarian.free.fr<br />

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