A Sums-of-Squares Extension of Policy Iterations

Assalé Adjé (1) , Pierre-Loïc Garoche (2) , Victor Magron (3)

1 UPVD - Université de Perpignan Via Domitia
2 ONERA - The French Aerospace Lab [Toulouse]
3 VERIMAG - IMAG - VERIMAG

In order to address the imprecision often introduced by widening operators in static analysis , policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative computation of policies, starting from a post-fixpoint. Computing each policy and the associated invariant relies on a sequence of numerical optimizations. While the early research efforts relied on linear programming (LP) to address linear properties of linear programs, the current state of the art is still limited to the analysis of linear programs with at most quadratic invariants, relying on semidefinite programming (SDP) solvers to compute policies, and LP solvers to refine invariants. We propose here to extend the class of programs considered through the use of Sums-of-Squares (SOS) based optimization. Our approach enables the precise analysis of switched systems with polynomial updates and guards. The analysis presented has been implemented in Matlab and applied on existing programs coming from the system control literature, improving both the range of analyzable systems and the precision of previously handled ones.

Domaines: Optimisation et contrôle [math.OC]

Assalé Adjé, Pierre-Loïc Garoche, Victor Magron. A Sums-of-Squares Extension of Policy Iterations. 2017. ⟨hal-01133405v2⟩