Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design

Abstract

In this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instead of the heuristic method that approximates the matrix rank by the nuclear norm, we propose a numerical projection onto the rank-constrained set based on the alternating direction method of multipliers (ADMM). Then the controller is obtained by alternating projection between the rank-constrained set and the LMI set. We show the effectiveness of the proposed method compared with existing heuristic methods, by using 95 benchmark models from the COMPLeib library.