Nonsmooth optimization algorithm for mixed H{sub}2/H{sub}∞ synthesis

摘要

The mixed H{sub}2/H{sub}∞ synthesis problem is addressed via nonsmooth mathematical programming. The proposed algorithm is of first order and can handle any controller structure of practical interest. Since computations are carried out in the frequency domain, the method does not suffer dimensional restrictions like LMI or BMI methods. Global convergence is established and several numerical tests are presented.