Multidimensional global extremum seeking via the DIRECT optimisation algorithm
(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)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/4246737
- author
- Khong, Sei Zhen LU ; Nešić, Dragan ; Manzie, Chris and Tan, Ying
- publishing date
- 2013
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Automatica
- volume
- 49
- issue
- 7
- publisher
- Pergamon Press Ltd.
- 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
- 2016-04-04 14:19:00
- date last changed
- 2022-03-23 21:27:52
@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 Press Ltd.}},
series = {{Automatica}},
title = {{Multidimensional global extremum seeking via the DIRECT optimisation algorithm}},
volume = {{49}},
year = {{2013}},
}