IEEE Transactions on Automatic Control, Vol.43, No.8, 1123-1128, 1998
Hierarchical optimization in h infinity
This paper considers a hierarchical optimal control problem which involves an optimal H-infinity-norm cost in the primary problem and an H-infinity-norm type or a quadratic secondary objective. Using allpass dilation techniques and results from superoptimal interpolation theory, it is shown that the problem can be reduced to a multidisk minimization in terms of a free parameter of reduced dimensions. Convex programming techniques may then be employed to obtain a numerical solution to the problem.