Multidimensional global extremum seeking via the DIRECT optimisation algorithm

被引:39
作者
Khong, Sei Zhen [1 ]
Nesic, Dragan [1 ]
Manzie, Chris [2 ]
Tan, Ying [1 ]
机构
[1] Univ Melbourne, Dept Elect & Elect Engn, Parkville, Vic 3010, Australia
[2] Univ Melbourne, Dept Mech Engn, Parkville, Vic 3010, Australia
基金
澳大利亚研究理事会;
关键词
Extremum seeking control; Multidimensional global optimisation; DIRECT method; Robustness analysis;
D O I
10.1016/j.automatica.2013.04.006
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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. (C) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1970 / 1978
页数:9
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