S-lemma and its extension

Expand
  • 1. Key Laboratory of Mathematics and Information Networks, Ministry of Education, School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China

Received date: 2023-04-28

  Online published: 2023-12-07

Abstract

S-lemma is an important theorem in operations research and cybernetics. In this paper, starting from verifying the global asymptotic stability of a nonlinear control system, we draw S-procedure, S-lemma, and their relations and differences. Then the basic content of S-lemma and its latest advances are introduced. Moreover, several generalizations of S-lemma over the complex field and the quaternion set are discussed. Finally, some basic results corresponding to S-lemma are showed for any number of symmetric (or Hermitian) matrices.

Cite this article

Wenbao AI, Wei LIANG, Mengxiao ZHANG . S-lemma and its extension[J]. Operations Research Transactions, 2023 , 27(4) : 20 -32 . DOI: 10.15960/j.cnki.issn.1007-6093.2023.04.002

References

1 Lur'e A I , Postnikov V N . On the theory of stability of control systems[J]. Prikladnaya Matamatika I Mekhanika, 1944, 8, 3- 13.
2 Aizerman M A , Gantmacher F R . Absolute Stability of Regulator Systems[M]. San Francisco: Holden-Day Series in Information Systems, 1964.
3 Yakubovich V A . S-procedure in nonlinear control theory[J]. Vestnik Leningradskogo Universiteta, 1971, 1, 62- 77.
4 Yakubovich V A . S-procedure in nonlinear control theory[J]. Vestnik Leningradskogo Universiteta, 1977, 4, 63- 93.
5 Yakubovich V A . Minimization of quadratic functionals under quadratic constraints and the necessity of a frequency condition in the quadratic criterion for absolute stability of nonlinear control systems[J]. Soviet Mathematics Doklady, 1973, 14 (2): 593- 597.
6 Megretsky A , Treil S . Power distribution in optimization and robustness of uncertain systems[J]. Journal of Mathematical Systems Estimation and Control, 1993, 3, 301- 319.
7 Boyd S , Ghaoui L E , Feron E , et al. Linear Matrix Inequalities in System and Control Theory[M]. Philadelphia: SIAM Studies in Applied Mathematics, 1994.
8 Lyapunov A M . The general problem of the stability of motion[J]. International Journal of Control, 1992, 55 (3): 531- 773.
9 Finsler P . über das vorkommen definiter und semidefiniter Formen in scharen quadratischer Formen[J]. Commentarii Mathematici Helvetici, 1937, 9, 188- 192.
10 Calabi E . Linear systems of real quadratic forms[J]. Proceedings of the American Mathematical Society, 1964, 15 (5): 844- 846.
11 Dines L L . On the mapping of quadratic forms[J]. Bulletin of the American Mathematical Society, 1941, 47, 494- 498.
12 袁亚湘, 孙文瑜. 最优化理论与方法[M]. 北京: 科学出版社, 1997.
13 Derinkuyu K , P?nar M C . On the S-procedure and some variants[J]. Mathematical Methods of Operations Research, 2006, 64, 55- 77.
14 Hu S L , Huang Z H . Theorems of the alternative for inequality systems of real polynomials[J]. Journal of Optimization Theory and Applications, 2012, 154 (1): 1- 16.
15 Jeyakumar V , Lee G M , Li G Y . Alternative theorems for quadratic inequality systems and global quadratic optimization[J]. SIAM Journal on Optimization, 2009, 20 (2): 983- 1001.
16 Luo Z Q , Sturm J F , Zhang S Z . Multivariate nonegative quadratic mappings[J]. SIAM Journal on Optimization, 2004, 14, 1140- 1162.
17 P'olik I , Terlaky T . A survey of the S-lemma[J]. SIAM Review, 2007, 49 (3): 371- 418.
18 Sturm J F , Zhang S Z . On cones of nonnegative quadratic functions[J]. Mathematics of Operations Research, 2003, 28, 246- 267.
19 Yuan Y X . On a subproblem of trust region algorithms for constrained optimization[J]. Mathematical Programming, 1990, 47, 53- 63.
20 Xia Y , Wang S , Sheu R L . S-lemma with equality and its applications[J]. Mathematical Programming, 2016, 156 (1): 513- 547.
21 Peng J M , Yuan Y X . Optimality conditions for the minimization of a quadratic with two quadratic constraints[J]. SIAM Journal on Optimization, 1997, 7, 579- 594.
22 Polyak B T . Convexity of quadratic transformations and its use in control and optimization[J]. Journal of Optimization Theory and Applications, 1998, 99 (3): 553- 583.
23 Ai W, Liang W, Yuan J. On the tightness of an SDP relaxation for homogeneous QCQP with three real or four complex homogeneous constraints [J]. 2023, arXiv: 2304.04174.
24 Chen X , Yuan Y X . A note on quadratic forms[J]. Mathematical Programming, 1999, 86, 187- 197.
25 Brickman L. On the field of values of a matrix [C]// Proceedings of the American Mathematical Society, 1961: 61-66.
26 Fradkov A L , Yakubovich V A . The S-procedure and duality relations in nonconvex problems of quadratic programming[J]. Vestnik Leningrad University, Leningrad, Russia, 1979, 6, 101- 109.
27 Huang Y W , Zhang S Z . Complex matrix decomposition and quadratic programming[J]. Mathematics of Operations Research, 2007, 32 (3): 758- 768.
28 He C , Jiang B , Zhu X H . Quaternion matrix decomposition and its theoretical implications[J]. Journal of Global Optimization, 2023, 87, 741- 758.
29 Barvinok A . Problems of distance geometry and convex properties of quadartic maps[J]. Discrete and Computational Geometry, 1995, 12, 189- 202.
30 Pataki G. Cone-LP's and semidefinite programs: Geometry and a simplex-type method [C]// Proceedingof the International Conference on Integer Programming and Combinatorial Optimization, 1996: 162-174.
31 Barvinok A . A remark on the rank of positive semidefinite matrices subject to affine constraints[J]. Discrete and Computational Geometry, 2001, 25, 23- 31.
32 Bohnenblust F . Joint positiveness of matrices[J]. Unpublished manuscript, 1984,
33 Au-Yeung Y H , Poon Y T . A remark on the convexity and positive definiteness concerning Hermitian matrices[J]. Southeast Asian Bulletin of Mathematics, 1979, 3 (2): 85- 92.
34 Ai W B , Huang Y W , Zhang S Z . On the low rank solutions for linear matrix inequalities[J]. Mathematics of Operations Research, 2008, 33 (4): 965- 975.
Outlines

/