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Several NP-hard problems arising in robust stability analysis

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Abstract

We demonstrate that it is NP-hard to check whether all representatives of a square interval matrix share any of the following four properties: positive semidefiniteness, provided that the matrix is symmetric; norm ≤ 1; nonsingularity (NP-hardness of this particular problem was established recently by Poljak and Rohn); or stability (all eigenvalues in the open left half-plane).

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References

  1. M. R. Garey and D. S. Johnson,Computers and Intractability: A Guide to the Theory of NP-Completeness, Freeman, San Francisco, 1979.

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  2. V. L. Kharitonov, Asymptotic stability of an equilibrium position of a family of systems of linear differential equations,Differential Equations,14 (1979), 1483–1485.

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  3. S. Poljak and J. Rohn, Checking robust nonsingularity is NP-hard,Math. Control Signals Systems,6 (1993), 1–9.

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This work was completed while on leave at INRIA-Rocquencourt, Domaine de Voluceau, Rocquencourt B.P. 105, 78153 Le Chesnay Cedex, France.

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Nemirovskii, A. Several NP-hard problems arising in robust stability analysis. Math. Control Signal Systems 6, 99–105 (1993). https://doi.org/10.1007/BF01211741

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  • DOI: https://doi.org/10.1007/BF01211741

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