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LMIs in Control/Global Minimum of Polynomial via SOS Method

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[UNDER CONSTRUCTION] - CME

The global minimum of a certain polynomial functions can be found using Sum-of-Squares (SOS) methods. This is a useful starting point to the more-useful but less straightforward issue of local minimums.

Required Data

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A polynomial function whose minimum is desired.

The Problem

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To find the minimum value of , we suppose that there exists a scalar such that

This is equivalent to determining if has a SOS representation, since a SOS polynomial is never negative. This becomes an optimization problem by attempting to find the largest possible such that a representation exists. In other words, the optimization problem becomes

subject to

Example

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Code example in SOStools probably worthwhile!

Reference

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SOS tools manual is a good one

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SOS Basics

Local Minimum is a solid follow-up

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