Random search of stable member in a matrix polytope

Yilmaz S., BÜYÜKKÖROĞLU T., Dzhafarov V.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.308, pp.59-68, 2016 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 308
  • Publication Date: 2016
  • Doi Number: 10.1016/j.cam.2016.05.020
  • Journal Name: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.59-68
  • Keywords: Stable matrix, Matrix polytope, Random search, Bialternate product, ROBUST STABILITY, PARAMETER, FAMILIES
  • Anadolu University Affiliated: Yes

Abstract

Given a matrix polytope we consider the existence problem of a stable member in it. We suggest an algorithm in which part of uncertainty parameters is chosen randomly. Applications to affine families and 3 x 3 interval families are considered. A necessary and sufficient condition for the existence of a stable member is given for general interval families with nonnegative off-diagonal intervals. (C) 2016 Elsevier B.V. All rights reserved.