Finsler's Lemma
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Finsler's Lemma
Finsler's lemma is a mathematical result named after Paul Finsler. It states equivalent ways to express the positive definiteness of a quadratic form ''Q'' constrained by a linear form ''L''. Since it is equivalent to another lemmas used in optimization and control theory, such as S-procedure, Yakubovich's S-lemma, Finsler's lemma has been given many proofs and has been widely used, particularly in results related to robust optimization and Linear matrix inequality, linear matrix inequalities. Statement of Finsler's lemma Let , and . The following statements are equivalent: * \displaystyle x^Lx=0 \text x \ne 0 \text x^T Q x < 0. * \exists \mu \in \mathbb : Q - \mu L \prec 0.


Variants

In the particular case that ''L'' is positive semi-definite, it is possible to decompose it as . The following statements, which are also referred as Finsler's lemma in the literature, are equivalent: * x^T Q x < 0 \tex ...
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Paul Finsler
Paul Finsler (born 11 April 1894, in Heilbronn, Germany, died 29 April 1970 in Zurich, Switzerland) was a German and Swiss mathematician. Finsler did his undergraduate studies at the Technische Hochschule Stuttgart, and his graduate studies at the University of Göttingen, where he received his Ph.D. in 1919 under the supervision of Constantin Carathéodory. He studied for his habilitation at the University of Cologne, receiving it in 1922. He joined the faculty of the University of Zurich in 1927, and was promoted to ordinary professor there in 1944. Finsler's thesis work concerned differential geometry, and Finsler spaces were named after him by Élie Cartan in 1934. The Hadwiger–Finsler inequality, a relation between the side lengths and area of a triangle in the Euclidean plane, is named after Finsler and his co-author Hugo Hadwiger, as is the Finsler–Hadwiger theorem on a square derived from two other squares that share a vertex. Finsler is also known for his work ...
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Positive Definite
In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: * Positive-definite bilinear form * Positive-definite function * Positive-definite function on a group * Positive-definite functional * Positive-definite kernel * Positive-definite matrix * Positive-definite quadratic form In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: * Positive-definite bilinear form * Positive-definite fu ... References *. *. {{Set index article, mathematics Quadratic forms ...
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Quadratic Form
In mathematics, a quadratic form is a polynomial with terms all of degree two ("form" is another name for a homogeneous polynomial). For example, :4x^2 + 2xy - 3y^2 is a quadratic form in the variables and . The coefficients usually belong to a fixed field , such as the real or complex numbers, and one speaks of a quadratic form over . If K=\mathbb R, and the quadratic form takes zero only when all variables are simultaneously zero, then it is a definite quadratic form, otherwise it is an isotropic quadratic form. Quadratic forms occupy a central place in various branches of mathematics, including number theory, linear algebra, group theory (orthogonal group), differential geometry (Riemannian metric, second fundamental form), differential topology ( intersection forms of four-manifolds), and Lie theory (the Killing form). Quadratic forms are not to be confused with a quadratic equation, which has only one variable and includes terms of degree two or less. A quadratic form is ...
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Linear Form
In mathematics, a linear form (also known as a linear functional, a one-form, or a covector) is a linear map from a vector space to its field of scalars (often, the real numbers or the complex numbers). If is a vector space over a field , the set of all linear functionals from to is itself a vector space over with addition and scalar multiplication defined pointwise. This space is called the dual space of , or sometimes the algebraic dual space, when a topological dual space is also considered. It is often denoted , p. 19, §3.1 or, when the field is understood, V^*; other notations are also used, such as V', V^ or V^. When vectors are represented by column vectors (as is common when a basis is fixed), then linear functionals are represented as row vectors, and their values on specific vectors are given by matrix products (with the row vector on the left). Examples * The constant zero function, mapping every vector to zero, is trivially a linear functional. * Indexing in ...
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S-procedure
The S-procedure or S-lemma is a mathematical result that gives conditions under which a particular quadratic inequality is a consequence of another quadratic inequality. The S-procedure was developed independently in a number of different contexts and has applications in control theory, linear algebra and mathematical optimization. Statement of the S-procedure Let F1 and F2 be symmetric matrices, g1 and g2 be vectors and h1 and h2 be real numbers. Assume that there is some x0 such that the strict inequality x_0^T F_1 x_0 + 2g_1^T x_0 + h_1 < 0 holds. Then the implication ::x^T F_1 x + 2g_1^T x + h_1 \le 0 \Longrightarrow x^T F_2 x + 2g_2^T x + h_2 \le 0 holds if and only if there exists some nonnegative number λ such that :: \lambda \begin F_1 & g_1 \\ g_1^T & h_1 \end - \begin F_2 & g_2 \\ g_2^T & h_2 \end is positive semide ...
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Robust Optimization
Robust optimization is a field of mathematical optimization theory that deals with optimization problems in which a certain measure of robustness is sought against uncertainty that can be represented as deterministic variability in the value of the parameters of the problem itself and/or its solution. History The origins of robust optimization date back to the establishment of modern decision theory in the 1950s and the use of worst case analysis and Wald's maximin model as a tool for the treatment of severe uncertainty. It became a discipline of its own in the 1970s with parallel developments in several scientific and technological fields. Over the years, it has been applied in statistics, but also in operations research, electrical engineering, control theory, finance, portfolio management logistics, manufacturing engineering, chemical engineering, medicine, and computer science. In engineering problems, these formulations often take the name of "Robust Design Optimization", ...
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Linear Matrix Inequality
In convex optimization, a linear matrix inequality (LMI) is an expression of the form : \operatorname(y):=A_0+y_1A_1+y_2A_2+\cdots+y_m A_m\succeq 0\, where * y= _i\,,~i\!=\!1,\dots, m/math> is a real vector, * A_0, A_1, A_2,\dots,A_m are n\times n symmetric matrices \mathbb^n, * B\succeq0 is a generalized inequality meaning B is a positive semidefinite matrix belonging to the positive semidefinite cone \mathbb_+ in the subspace of symmetric matrices \mathbb{S}. This linear matrix inequality specifies a convex constraint on ''y''. Applications There are efficient numerical methods to determine whether an LMI is feasible (''e.g.'', whether there exists a vector ''y'' such that LMI(''y'') ≥ 0), or to solve a convex optimization problem with LMI constraints. Many optimization problems in control theory, system identification and signal processing can be formulated using LMIs. Also LMIs find application in Polynomial Sum-Of-Squares. The prototypical primal and dual ...
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Compact Car
Compact car is a vehicle size class — predominantly used in North America — that sits between subcompact cars and mid-size cars. "Small family car" is a British term and a part of the C-segment in the European car classification. However, prior to the downsizing of the United States car industry in the 1970s and 1980s, larger vehicles with wheelbases up to were considered "compact cars" in the United States. In Japan, small size passenger vehicle is a registration category that sits between kei cars and regular cars, based on overall size and engine displacement limits. United States Current definition The United States Environmental Protection Agency (EPA) ''Fuel Economy Regulations for 1977 and Later Model Year'' (dated July 1996) includes definitions for classes of automobiles. Based on the combined passenger and cargo volume, compact cars are defined as having an ''interior volume index'' of . 1930s to 1950s The beginnings of U.S. production of compact cars we ...
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Robust Control
In control theory, robust control is an approach to controller design that explicitly deals with uncertainty. Robust control methods are designed to function properly provided that uncertain parameters or disturbances are found within some (typically compact) set. Robust methods aim to achieve robust performance and/or stability in the presence of bounded modelling errors. The early methods of Bode and others were fairly robust; the state-space methods invented in the 1960s and 1970s were sometimes found to lack robustness, prompting research to improve them. This was the start of the theory of robust control, which took shape in the 1980s and 1990s and is still active today. In contrast with an adaptive control policy, a robust control policy is static, rather than adapting to measurements of variations, the controller is designed to work assuming that certain variables will be unknown but bounded. (Section 1.5) In German; an English version is also available Criteria for robustn ...
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Nonlinear System
In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other scientists because most systems are inherently nonlinear in nature. Nonlinear dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive, contrasting with much simpler linear systems. Typically, the behavior of a nonlinear system is described in mathematics by a nonlinear system of equations, which is a set of simultaneous equations in which the unknowns (or the unknown functions in the case of differential equations) appear as variables of a polynomial of degree higher than one or in the argument of a function which is not a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be written as a linear combination of the un ...
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Elimination Lemma
Elimination may refer to: Science and medicine * Elimination reaction, an organic reaction in which two functional groups split to form an organic product *Bodily waste elimination, discharging feces, urine, or foreign substances from the body via defecation, urination, and emesis *Drug elimination, clearance of a drug or other foreign agent from the body *Elimination, the destruction of an infectious disease in one region of the world as opposed to its eradication from the entire world *Hazard elimination, the most effective type of hazard control *Elimination (pharmacology), processes by which a drug is eliminated from an organism Logic and mathematics * Elimination theory, the theory of the methods to eliminate variables between polynomial equations. * Disjunctive syllogism, a rule of inference * Gaussian elimination, a method of solving systems of linear equations * Fourier–Motzkin elimination, an algorithm for reducing systems of linear inequalities * Process of ...
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