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Multidimensional global extremum seeking via the DIRECT optimisation algorithm

Khong, Sei Zhen LU ; Nešić, Dragan; Manzie, Chris and Tan, Ying (2013) In Automatica 49(7).
Abstract
DIRECT is a sample-based global optimisation method for Lipschitz continuous functions defined over compact multidimensional domains. This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants. Finite-time semi-global practical convergence is established based on a periodic sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. Extremum seeking involving multiple units is also considered within the same context as a means to increase... (More)
DIRECT is a sample-based global optimisation method for Lipschitz continuous functions defined over compact multidimensional domains. This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants. Finite-time semi-global practical convergence is established based on a periodic sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. Extremum seeking involving multiple units is also considered within the same context as a means to increase the speed of convergence. Numerical examples of global extremum seeking based on DIRECT are presented at the end. (Less)
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author
publishing date
type
Contribution to journal
publication status
published
subject
in
Automatica
volume
49
issue
7
publisher
Pergamon
external identifiers
  • scopus:84878841514
ISSN
0005-1098
language
English
LU publication?
no
id
71458358-960f-48f0-b3ad-efb134d8887c (old id 4246737)
date added to LUP
2014-02-14 12:33:35
date last changed
2017-04-16 04:35:03
@article{71458358-960f-48f0-b3ad-efb134d8887c,
  abstract     = {DIRECT is a sample-based global optimisation method for Lipschitz continuous functions defined over compact multidimensional domains. This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants. Finite-time semi-global practical convergence is established based on a periodic sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. Extremum seeking involving multiple units is also considered within the same context as a means to increase the speed of convergence. Numerical examples of global extremum seeking based on DIRECT are presented at the end.},
  author       = {Khong, Sei Zhen and Nešić, Dragan and Manzie, Chris and Tan, Ying},
  issn         = {0005-1098},
  language     = {eng},
  number       = {7},
  publisher    = {Pergamon},
  series       = {Automatica},
  title        = {Multidimensional global extremum seeking via the DIRECT optimisation algorithm},
  volume       = {49},
  year         = {2013},
}