On real structured controllability/stabilizability/stability radius: Complexity and unified rank-relaxation based methods (2201.01112v3)

Abstract: This paper addresses the real structured controllability, stabilizability, and stability radii (RSCR, RSSZR, and RSSR, respectively) of linear systems, which involve determining the distance (in terms of matrix norms) between a (possibly large-scale) system and its nearest uncontrollable, unstabilizable, and unstable systems, respectively, with a prescribed affine structure. This paper makes two main contributions. First, by demonstrating that determining the feasibilities of RSCR and RSSZR is NP-hard when the perturbations have a general affine parameterization, we prove that computing these radii is NP-hard. Additionally, we prove the NP-hardness of a problem related to the RSSR. These hardness results are independent of the matrix norm used. Second, we develop unified rank-relaxation based algorithms for these problems, which can handle both the Frobenius norm and the $2$-norm based problems and share the same framework for the RSCR, RSSZR, and RSSR problems. These algorithms utilize the low-rank structure of the original problems and relax the corresponding rank constraints with a regularized truncated nuclear norm term. Moreover, a modified version of these algorithms can find local optima with performance specifications on the perturbations, under appropriate conditions. Finally, simulations suggest that the proposed methods, despite being in a simple framework, can find local optima as good as several existing methods.