Minimal stationary policies are non-degenerate in H-infinity control

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Let Cn\mathcal{C}_n be the space of full-order dynamic policies for H∞\mathcal{H}_\infty control. A policy K∈Cn\mathsf{K}\in\mathcal{C}_n is Clarke stationary when 0∈∂J∞,n(K)0\in\partial J_{\infty,n}(\mathsf{K}), and a minimal policy is a policy of minimal controller order. A non-degenerate policy is one belonging to Cnd\mathcal{C}_{\mathrm{nd}}, the class admitting a positive-definite Lyapunov certificate with invertible off-diagonal block. Minimal-policy conjecture. If K∈Cn\mathsf{K}\in\mathcal{C}_n is a Clarke stationary point and is a minimal policy, then it is non-degenerate, and hence it is a global minimum of J∞,n(K)J_{\infty,n}(\mathsf{K}) over Cn\mathcal{C}_n. The claim is presented as an analogue of the LQG result; its resolution is left to future work, and the supplied status evidence marks it as disproved.

References

Primary source

Yang Zheng, Chih-fan Pai and Yujie Tang, “Benign Nonconvex Landscapes in Optimal and Robust Control, Part I: Global Optimality”, arXiv:2312.15332 (2023).

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