Nonsmooth Optimization Method for H-infinity Output Feedback Control

This paper proposes a nonsmooth optimization method for H-infinity output feedback control problem of linear time-invariant(LTI) systems based on bundle technique. We formulate this problem as a nonconvex and nonsmooth semi-infinite constrained optimization problem by quantifying both internal stability of closed-loop system and measurement of system performance, where H-infinity norm of closed-loop transfer function and a stabilization channel is used. Our method uses progress function and bundle technique to solve the resulting problem which has a composite structure. We prove the convergence to a critical point from a feasible initial point and test some benchmarks to demonstrate the effectiveness of this method.