IEEE TRANSACTIONS ON AUTOMATIC COhTROL, JUNE

1977

T. L. Montgomery, J. M. Leavitt J. M.Crawford, and T. L. Gartrell. Control of

subsystems. Some representative results in this area are those of Bailey
ambient S O , concentration by noncontinuous emission limitation, large coal-fired
[I], Araki and Kondo [2], MichFl and his co-workers [3H5], Estrada [6],
power plants, in P ~ o c .102nd A n m . Meering Amer. I n i f . Mtn..Mer..andPetrol.
Engineers, Feb. 1973.
Willems [7], and Grujic and Siljak [8]. An interesting feature that is
T. L. Montgomery and J. W. Frey. Tall stacks and mtermlttent control of SO,
common to all these results is that the conditions for stability of the
emissions-TVA experience and plans. in Proc. Amer. M m n g Congr.. Oct. 1974.
original large system are expressed as certainconstraints on a test
R. del Llano. L. F. Escuder, F. Gomez-Pallete. J. Mantero, B. Orfila. and L. Serna.
Research metbodologS. for ax pollution control systems, IBM Scientific Center,
matrix T, which is constructed from boun-ds on the individual subsysMadrid. Spain. Rep. SCR-01.73. June 1973.
tems and the interconnections. Grujic and Siljak [8] call this an aggreJ. B. Koogler er a/.. A multlvanable model foratmosphericdispenlon predictions.- 1.Air Poll. Conrr. Ass., vol. 17, pp. 21 1-214, Apr. 1967.
gation matrix, generated from
norm
bounds
on the subsystem
0.B. Turner, A diffusion model for an urban area.. 1.Appl. .Mereorol.. vol. 3. pp.
Lyapunov functions and the interconnection functions. Estrada 161 re83-91. Feb. 1914.
J. F. Clarke. A simple diffusion model for calculating point concentrations from
quirestheconstruction
of certain Lyapunov-type functions forthe
multiple sources, J . Air Poll. Conrr. Ass., vol. 14. pp. 347-352. Sept. 1964.
subsystems and generates the matrix T using their coefficients. Michel et
D. Slade. Estlmates of dispersion from pollutant releases of a few second to elght
a[.. [3H5] use the gains and sector bounds of the subsystems in develophours in duration. Air Resources Laboratories Tech. Note. 39-ARL-3. Washmgton, DC, 1966.
ing this matrix. Once the test matrix T is constructed, all these results
M. Hmo. Computer expenments on smoke dlffusion over a compllcated topologproceed to demonstrate stability of the overall system by imposing
raphy, Armos. Entiron.. vol. 2. 1968.
L. J. Shieh. P. K. Halpern. 8. A. Clemens. H. H. Wan& and F. F. Abraham, Air suitable constraints on the eigenvalues (or the spectral radius) of T. As a
quality diffusion model: Apphcatlon to New York Cltl. IBM J . Res. Dewlop.. vol.
consequence. it is often difficult tointerpret them as corresponding
16, pp. 162-170, Mar. 1972.
0.G. Sutton, Theory of eddy dlffunon m the atmosphere. in Proc. Roy. SOC..ser. conditions on the subsystems and the interconnections explicitly, except
A (London). vol. 135. pp. 143-165, Feb. 1932.
in special simple cases.
F. N. Frenkiel, Appllcation of statistical theory of turbulent diffusion to microIn contrast to the above, we shall present a new result in this paper for
meteorology, J . Mefeorol.. vol. 9, pp. 252-259. Aug. 1952.
C. C. Shir. Numerical investigation of the atmosphenc dispersion of stack
the input-output stability of large interconnected systems, which involve
effluents. IBM J . Res. Decelop.. vol. 16, pp. 171-179. Mar. 1972.
explicit positivity conditions on the subsystem operators and constraints
C. C. Shir and L. J. Shteh, A generalizeJ urban a n pollutlon model and its
application to the study of SO, dlstributions In the St. LOUISmetropolltan area. J .
on the interconnections. Our method of analysis draws motivation from
Appl. Mereorol., vol. 13. no. 2. pp. 185-201. Mar. 1974.
H.G. Fortak.Mathematical modelling of urban pollut~on. in Proc. Inr. Symp. principles of energy-bounding and seeks to answer the following
question-How should an interconnection of positive (or passive) subTurbul. DlHuion rn Enciron. Poll.. 1974. pp. 159-172.
L. J. Sh~eb,An investlgation of the morning dlsslpatlon of the ralle) wind by
systems be constrained to guarantee input-output stability of the overall
means of a one-dmensional model. Boundaw k e r Mereorol.. vol. 2. 1972.
C. C. Shir. A prelimmary numerical study of atmospheric turbulent flow, In the system? A noteworthy feature of our main result is that for the special
ideallzed planetary boundary laker. J . Armos. Sct.. vol. 30. 1973.
case of the single-loop negative feedback system, it reduces to the
L. J. Shieh. B. Davldson. and J. P. Friend. A model of dlffusmn In urban
well-known positivity theorem due to Zames [9] and Sandberg [IO]and
atmospheres: SO, in greater New York. In Proc. S v m p . Mulri-Source lrban Diff.
Models. 1970. pp. 10.1-10.39.
is hence, a generalization of theavailable results of this type forthe
J. I. Roberts, E. S . Croke. and A. S . Kennedy. An urban atmospheric dlsperslon
single-loop systems. The philosophy behind the derivation of this result
model. in Proc. Symp. Mulrl-Source Llrban D$f. Models. 1970. pp. 6 . 1 4 . 7 1 .
the subsystems and the
Y.Ogura. Theoretical distribution functions of matters emitted from a fix pomt. and also our desire to keep the constraints on
Mereorol. SOC.Japan 1..vol. 32. senes 11. pp. 22-26, Jan. 1954.
interconnectionsindependent of each other yields a beneficial aspect
L. K. Kirchmayer. Economic Operarlon of Power Sysrem. New York: Wile). 1958.
that the present result can be more easily used in the stability design of
ch. 4.
J. E. Kelly, Jr.. The cutting-plane method for solnng convex programs. J . SOC. large systems. Some modifications of this result which allow the use of
Ind. Appl. Marh. vol. 8, pp. 703-712. 1960.
arbitrary multipliers are also o u t h e d ; these permit a large body of
S.S.M.. The largest U.S. wet scrubber system. Encrron. Sri. Technul.. vol. 8. pp.
516-518. June 1974.
available literature developed in the so called multiplier methods to be

camed over tothe stability analysis of interconnected systems in a

straightforward manner.

L,-Stability of Large-Scale Dynamical Systems:

Criteria via Positive Operator Theory
MALUR K. SUNDARESHAN AND M. VIDYASAGAR,

MEMBER, IEEE

Abstract-A new approach to the &-stability analysis of large-scale

dpamical systems, described as interconnections of several subsystems, is
presented. By conducting this study witbin the framework of positive
operator theory, stability criteria, which impose explicit and distinct conditions on the subsystems and the interconnections, are obtained. Some
strong points of the main result of the paper are: 1) it is simpler to apply
than the existing results and 2) it specializes to the classical positivity
theorem for the case of single-loop negative feedback systems. Modifications of this result which permit the use of arbitrary multipliers are also
outlined.

I. IKTRODUCXION
Decomposition methods in the stability analysis of large-scale systems
are becoming increasingly popular in the recent times and criteria for
both asymptotic stability (in aLyapunov
setting) and input-output
stability (in afunctional analysis framework) have been obtained by
treatingthe original system asan interconnection of several simpler

11. PROBLEM FORMULATION

A . Notations and Definitions

Let Q and
denote, respectively, the real and the nonnegative real
numbers. It is assumed that the reader has a certain degree of f d a r i t y
with the notions of the &-space, the extended space L,, and the
properties of operators defined over these spaces. While [ 1I] is suggested
for details, a brief recapitulation of someimportant concepts is given
below.
An operator G in L2(L,) is defined as a single-valued mapping of
&(&) into itself. G is said to be causal if P,G= P,GP, V T E Q , P ,
being a projection on L, defined by P , x ( t ) = x ( t ) V t E [ O ,TI and zero
otherwise. If G is a causal operator in be,
then G is said to be positive
(e) [strongly positive (e)] if the inequality ( P , x ( . ) , P,Gx(.)) >
6 ( P T x ( . ) , P , x ( . ) ) V x ( . ) E L z e , V T E S 1 holds with 6 > O [6>0].Finally, an operator G in heis said to have finite gain if

P,X(.)#O

where 11.11 indicates the L2-norm.

B. System Description
Manuscript received July 31, 1975; revised April 5, 1976. Paper recommended by N. R.
The system under consideration is a large-scale dynamical system 9
Sandell, Jr.. Past Chairman of the IEEE S C S Large Scale Systems, Differential Games
that
may be described as an interconnection of n subsystems 9,, 9,, . ,9,
Committee. This work was supported by the National Research Council of Canada under
Grant A-7790.
M. K. Sundareshan is with the Department of Electrical Engineering, University of
Minnesota, Minneapolis, M N 55455.
It must be emphasized that the references mentioned here do by no means constitute
M.Vidyasagar is with the Department of Electrical Engineering, Concordia University, an exhaustive listing of all the published literature on the stability analysis of largescale
Montreal. P. Q., Canada.
systems. which incidentally is too numerous to be mentioned here.

..

397

SHORT PAPERS

as

Now consider the m equations

j= 1

describing the isolated subsystem 5;

In(l), Giis an operator in
and h, 9. is a scala9that specifies theinteractionfromthe
jth
subsystem 4, to the ith subsystem 4,. The n2 scalars h, may be regarded
as elements of the nX ninterconnectionmatrix
H that specifies the
interconnection pattern within the overall system 5. Further, ui(.)is the
input to 5,. e;( .), its error signal andy,(.), its output. We shall assume
that ui(.),ei(.),yi(.)ELze Vi=1,2;..,n and the operator equations (1)
satisfy suitable well-posedness conditions to guarantee the existence of
ei(.),yi(.)ELzeVi=1,2;-.,n,
for every input set #,(.)EL,, i=
1,2;..,n [12], [13].

hgj(.)+

=uj(.)+

hgj(.),

i=1,2,-..,m.

(6)

j=m+l

Since H can be partitioned as in (4) and rank ( I f b ) = min (m, n - m} = (n

- m), there exists a nonzero minor of Hb of order (n - m) and hence it is
possible to obtain an expression fory,(.), i=m+ l,m+2,... ,n in terms
of ui(.), e;(.), andy,(.), i=1,2;-.,rn,as

x
m

vi(.)=

{ ~ U ~ ( . ) + p U u , ( . ) + p ~ y j ( . ) } ,i=m+l,m+2;..,n

(7)

j - I

where a,.,
u p.,
u and pij are finite constants.
Now, from ( 5 )
m

C. TheProblem

The problem of interest is to determine conditions for the L,-stability

of system 4 , i.e., to establish conditions on Gi and H that are sufficient
to ensure

u,(.)EL, Vi=l,Z;..,n*e,(.),
111. AN L

y j ( . ) L 2 Vi=1,2;..,n.
2

S CRITEFSOK
~ ~ ~ ~

(2)
~

For any specified integer m such that n/2 < m < n, let -x denote the
class of interconnection matrices H that satisfy the following properties:

where we have used (1) and (7) in the simplification.

Since Y,(Gi)< co V i = 1,2; . . ,m and ui(.) E & V i = 1,2; . . ,n, (8) can
be rewritten as
m

i= 1

i= I

2 sjIIpTei(-)112<C killPrei(.)ll+K,

or equivalently - ( H H T, is positive semidefinite, and

2) if H is partitioned in the form

2 (pTuj(.),Pryi(.))=

i= 1

PTej(.)--

2 h,PTyj(.),Pry,(.)

j= 1

5 (pflj(.),pTGiei(.))I=

i= 1

pTyi(.),

5 hUpry,(.)
j= 1

> C ai(PTe,(.),Prq(.))

ei(.)=u,(.)+

heyj(.),

i=rn+l,m+2;..,n.

j= I

This completes the proof of the theorem.

IV. DISCUSSION
OF THE RESULT

1) It is simple to observe that for the case of the single-loop negative

feedback system3 considered by Zames [9] and Sandberg [IO], i.e., system

(substituting for u , ( . ) from (1))

=

(9)

where K and k,, i= 1,2,. . . ,m, are finite positive constants. Itthen
follows simply that IIPTei(.)ll<co V T E % + and hence e , ( . ) E b V i =
1,2;. . ,m.
It is now simple to observe that y j ( . ) E & Vi=1,2,-..,m, since
yi(-)= Giei(.) and yi(Gi)< 00 V i = 1,2;. . ,m. This further implies from
(7) thatyi(*)EL, Vi=rn+l,m+2;..,n and hence e,(.)& Vi=m+
1,m +2,- . . ,n, from the system equations

the submatrix Hb is of full rank.

We then have the following result.
positive (e) and
Theorem 1: If all subsystems G,, i= 1,2;..,n, are
there exists an integer m such that n/2 < m < n for which the subsystems
Gi, i = 1,2,. . . ,m, are strongly positive ( e ) and have finite gain, then
system 4 is &-stable for all interconnection matrices H E X.
Proof: For some T E %+ consider the sum of inner-products

i=l

V T E ~ +

(1)withn=2,h,,=h22=Oandh,,=-h,l=-1,Theorem1reduceswith
m = n/2 = 1 to the classical Positivity Theorem. The present result may
hence be regarded as a generalization of this well-known stability criter.
Ion for the large-scale systems.
2) The reason for the imposition of the constraints (3) and (4) on the
interconnection matrix H is evident from
the
proof of the
theorem.
Simpler
more
and
explicit conditions, at the cost of being more conservative may be given to ensure (3). A particularly interesting condition is to
require H + H T = O which satisfies (3) with equality and h s particular

(5)

i= 1

consisting of n subsysiem operators interconnecte; in various ways through th> outputs.

It is, however, true that the two subsystems in [9] and [IO] admit vector-valued inputs and
outputs, whichmay be interpreted as aparticular form of multiloop configuration
2For simplicity in the exposition of the basic result in this paper, we shall assume that
(considered, for instance, in [ 6 ] ) ; but it is simple to observe that the present result holds
h are scalars. However, an extension of this to the case when hy are arbitrary operators true
even if all our subsystems are defined on such vector-valued function spaces (in this
L, is straightforward.
context, see also this
remark 3 in
section).

398

EEE TRANSACTIONS ON AUTOMATIC CONTROL, JUNE

caseadmits a heuristic explanation, following Willems [7], thatthe

interconnections do not contribute to any dissipation in the system. The
rank condition (4) requires that it is possible to separate the subsystems
into two groups, group A with m subsystems and group B with the rest
of ( n - m ) subsystems, such that there exists sufficient interaction from
DOUP B to group A . It is to be noted that only the subsystems in group
A are required to be strongly positive and have finite gain by the
theorem.
3) An &-stability criterion for multiloop systems has been derived
earlier by Estrada [6] following a different method of analysis based on
the construction of Lyapunov-type energy functions. However, it might
be noted that the multiloop configuration treated in [6] is only a special
form of the system (I) presently considered. Despite this generality, the
present result compares favorably with the stability criteria of [6] in that
1) it is easier to apply, and 2) it imposes more relaxed conditions on the
subsystems. Observe forinstance that fortheparticular
case of the
single-loop feedback system, i.e., n = 2, h , , = - h,, = - 1, the main result
(Theorem 2) of [6] requires that both the subsystems be strongly positive
( e ) , thus not specializing to the positivity theorem of [9], [IO].
4) In comparison with the results of other investigators, notably due
to Michel and his co-workers [3]-[5], it may be noted that Theorem 1
enunciates simpler and more explicit conditions in terms of the positivity
of subsystems. In contrast, the stability criteria in (41, [SI involve conditions on the gains and sectoricity of the subsystem operators and hence,
are not easy to check except in very simple cases of linear convolution
and memoryless nonlinear operators. The conditions on the interconnections also turnout to be less restrictive in many cases; compare, for
instance, with the results of [4] for the case that the subsystem operators
are conic with sector (0, co).Since the constraints on the subsystems and
interconnections are independent of each other, the present result can
find very easy application in the stability design of large systems. Of
greater importance is the fact that the present result is not of a weak
coupling type in the spirit of [3H5] (and many of the others [I], [2], [6],
[ 8 ] ) because couplings of arbitrarily large magnitudes can be tolerated so
longas theinterconnection matrix satisfies theappropriate negative
definiteness conditions.
5 ) Theorem 1 can be interpreted as guaranteeing L,-stability of system 4 for a class of interconnection matrices if the subsystems satisfy
appropriate positivity conditions. It is thus evident that the present result
ensures &-stability of the system in the face of structural perturbations
caused by the disconnection and reconnection of one or more subsystems from the rest of the system during operation, if these do not cause
(3) and (4). Hence,
any violation of theinterconnectionconstraints
Theorem I, in effect, proves a stronger concept of stability, connective
L,-stability, that is an input-output analogue of the connective asymptotic stability introduced by Siljak [14] in the Lyapunov framework. It
must, however, be noted in comparison thatthe present method of
analysis, which proceeds from the determination of explicit conditions
on the interconnection pattern within the system, is simpler and intuitively more appealing for the study of connective properties than some
of the earlier attempts [8], [14], which seem to be unnecessarily complicated and overly restrictive.
6) Like all other stability criteria derived via positive operator theory,
the scope of application of Theorem 1 can be vastly enlarged by the
introduction of suitable multipliers. However, unlike the well-known
simple way of implementation of this technique in the case of single-loop
feedback systems, such modifications for the large interconnected system
under consideration seem to be possible only under the imposition of
more constraints on the interconnections. A representative result of this
type will be given in the sequel. Let
be a subclass of
of
interconnection matrices H which can be partitioned as in (4) such that
Ha = 0 and Hd= 0. We can then state the following result.
Theorem 2: If there exists a causal linear operator M in L,, such that
1) M :L2+L,;
2) M - I exists as an operator in & and further M - I :L2+L2; and
3) for some m > n/2, the operator compositions MG,, i = l,2, ...,m are
all strongly positive (e) and have finite gain; and
4) the (n - m ) operator compositions G,M
i = m + I, m + 2 , . . .,n are
all positive (e), then system 4 is L2-stable forallinterconnection
matrices H E

-,

v.

1977

We shall omit the proof of this theorem in the interests of brevity,

except tomention that the key idea is to make thetransformation
e;(-)=Me,(.), k = m + l , m + 2 , ...,n, in the system description (1). A
noteworthy feature of this result is thecorrespondence between the
requirements on the structural arrangement of the system and the use of
multipliers, which does not seem to have been appreciated in the earlier
development of multiplier theory for the single-loop negative feedback
systems.
V.

AN ILLUSTRATIVE EXAMPLE

At first glance, the conditions imposed by Theorem 1 on the interconnection matrix may seem rather restrictive. This is not, however, true
since if the original interconnection matrix does not satisfy the required
conditions, it is often possible to modify the system structure4 so as to
result in an interconnection matrix of a desired form. We shall illustrate
ths by considering an example in this section.
Consider the interconnection of two single-loop feedback (generalized
Lurd) systems as shown in Fig. 1, where GI,G,; . . ,G, are operators in
he.When GI,G,; . . ,G, are considered as subsystem operators to
concludethe 4-stability of the system from an application of the
present result, the interconnection matrix H is

0
0

-1
0

-1

-1

0
-1

which is not negative semidefinite and hence, is not a member of x.

However, with elementary manipulations, it is possible to rearrange the
system as in Fig. 2 (which has the same inputs andoutputs asthe
original configuration). Now considering G1,G2,G3,G4=(G4- G,) and
6, = (G, - G 3 ) as the subsystem operators, the modified interconnection
matrix can be obtained as

x_[:
0

-1

0 0 - 1
0

-1

-;I.
0

Observe that fi+ H r = O and further, fi admits a partitioning of the

form (4) with m = 3. A straightforward application of Theorem 1 hence
concludes the Lptability of the system in Fig. 2 (and consequently of
the original system) if the following conditions are satisfied:
1) GI. G,, and G, are strongly positive(e) and have finite gain,
and
2) G4 = ( G4- G 3 ) and G, = ( G , - G,) are positivqe).
Two interesting features of the above conditions are apparent. It is
simple to note that under the limiting condition that the two single-loop
feedback systems get disconnected, which may be characterized by the
condition G3=0, 1) and 2) above reduce precisely to the conditions of
the positivity theorem applied individually to the two feedback systems.
Secondly, by a simple relabeling of the subsystems, it is possible to
interchange the positivity and strong positivity requirements imposed in
1) and 2) on two subsystems. For instance, it may be concluded from
applyingTheorem 1 that the system is also L,-stable if the following
alternative conditions are fulfilled:
1) G2, G3 and 6,= (G4- G3) are strongly positive(e) and have finite
gain
and
2) GI and 6, = ( G , - G3) are positive(e).
40bserve that any wnstrain~~
on H are, in effecf conditions on the formof the
decomposition ofthe original large system. This seems to provide a basis for the intuitive
feeling thatthe keyto a simple solution of anylarge-scaleproblem
is a suitable
decomposition of the problem.

399

SHORT PAPERS

+Yt

Fig. I .

Fig. 2. A rearrangement of the system structure.

Interconnectionof two single-loop systems.

VI. CONCLUSIONS
The major emphasis in this paper is put on the determination of the
subsystems that may be
constraints on theinterconnectionsamong
modeled by positive operators, which ensure L2-stability of the overall
system. Such results, as described in the main body of the paper, possess
many interesting features, the most notable of which is their ease in
application when compared with the existing results. The philosophy
behind the present method of analysis yields a beneficial aspect that the
conditions on the subsystems and the interconnections are independent
of each other,thus leading to atrue generalization of the positivity
theorem to the multiloop case. Furthermore,important
connective
stability properties of the system can be easily concluded if the system
decomposition leads to a total interconnection matrix that is the sum of
several negative semidefinite matrices.
Several extensions and improvements of the present results appear to
be possible through further investigation. Development of &-instability
criteria which are counterparts of the present results, is quite straightforward and may be found in [ 151, [16]. Since, as illustrated in Section V,
a tradeoff between the constraints on theinterconnections and the
subsystems is apparent, one may try to relax the conditionson the
subsystems at the expense of constrainingtheinterconnection matrix
more. An alternative, and more promising direction would be to obtain
less stringent conditions on the interconnections by requiring more
numbers of subsystems to be strongly positive, or by imposing additional
norm-bounds on some of the subsystems.

ACKNOWLEDGMENT

M. K. Sundareshan wishes to thank Prof. D. D. Siljak of the University of Santa Clara, California, for stimulating his interest in the stability
analysis of large-scale systems during his visit to the University of Santa
Clara.
REFERESCES

F. N. Bailey, The application of Lyapunovs second methodtointerconnected

systems, S I A M J. Conrr.. vol. 3, pp. 4 4 3 4 2 . 1966.
M. Araki and B. Kondo, "Stability and transient behaviour of composite nonlinear
systems. IEEE Trans. Auromar. Conrr., vol. AC-17. pp. 537-541, Aug. 1972.
A. N. Michel, Stability analysis of interconnected systems, S I A M J. Conrr., vol.
12, pp. 554579, Aug. 1974.
D. W. Porter and A. N. Michel, Input-output stability of time-earying nonlinear
multiloop feedback systems, IEEE Tram. Auromar. Conrr., vol. AC-19. pp.
422427, Aug. 1974.
E. L. Lasley and A. N. Michel, Input-output stability of interconnected systems,
IEEE Trans. Auromar. Conrr., vol. AC-21, pp. 84-89, Feb. 1976.
R. F. Estrada,Onthe
stability of multiloop feedback systems, IEEE Trans.
Automar. Conrr., vol. AC-17. pp. 781-792, Dec. 1972.
J. C. WiUems, Qualitative behabiour of interconnected systems. A n n Syrr. Res.,
vol. 3, pp. 61-80.1973.
L. T. Grujic and D. D. Siljak. Asymptotic stability and instability of large-scale
systems, I E E E Trans. Auromar. Conrr.. vol. AC-18, pp. 643-645, Dec. 1973.
G . Zames, On the input-output stability of nonlinear time-varying feedback systemr-Pafl I: Conditions derived usmg concepts of loop gain, conicity and positivity, IEEE Trans. Auromar. Confr., vol. AC-II, pp. 228-238, Apr. 1966.
I. W. Sandberg, Some results onthe theory of physical systems governed by
nonlinear functional equatlons, Bell Sysr. Tech. 1..vol. 44, pp. 871-898, Sept. 1965.
M. K. Sundareshan and M. A. L. Thathachar, L stability of linear time-varying
systems-conditions involving noncausal rnulti$iers, IEEE Tram. Auromar.
Aug. 1972.
Conrr., vol. AC-17, pp. -510,
.I. C. Willems. The Analysis of Feedback Systems. Cambridge,MA: MIT Press,
1970.
C. A. Desoer and M. Vidyasagar, Feedback Systems: Inpur-Ourpur Prqerrier.
New Y-ork: Academic, 1975.
D. D. Siljak, Stability of large-scale systems under structural perturbations,IEEE
Tram. Syrr., Man, Cybern., vol. SMC-2, pp. 657-563, Nov. 1972.
~

I151

M.K.Sundareshan, Large-scale dynamical systems: &-instability criteria, Dep.

EIec. En&, Concordia Univ., Montreal, P. Q., Canada, Tech. Rep. EE-7505, Oct.
1975.
1161 M. Vidyasagar, &-stability criteria for interconnected systems, S I A M J . Conrr.
Oprimiz., vol. 15, pp. 312-328, Feb. 1977.

Interactive Search for the Global Maximum

of a Function of Many Variables
TAKA0 TSUDA
Absrract-This paper discusses a newalgorithm tolocatetheglobal
maximum of a function defied in a multidimensional rectangular domain.
The number of dimensions is as large as, or even more tban, 5 or 10. There
are two important elements in this algorithm. One is the transformation of
the object function in such a waythat its global maximum corresponds to
infinity while other secondary maxima are reduced to zero. Actually there
because of possible
issomedeparturefromtheidealtransformation
overflow on thecomputer. This portionof the algorithmprecedesthe
interactive(orconversational)
use of a graphicdisplaysystem.
This
interactive part makes the other element of the algorithm.
A multidimensional point is represented as a curve on the display screen. By projecting
numerouspointsinthemultidimensionalspacetosimilarly
numerou
curves on the screen of thegraphicdisplaydevice,the
human eye can
make overall recognition much more efficiently than computers. This fact
is exploited to reduce the problem to that ofa set of unimodal peaks. Once
the supporting domain for each of these
peaks is separated by visual aid,
one may leave the computer to handle the rest of the problem for
A
number ofnumericalexperimentsaredoneanddiscussedtoprovide
evidenm regarding the feasibility of the proposed algorithm.

itself.

I. IPITRODUCIION
The algorithm tobe presented in this paperL aims at locating the
global (or greatest) maximum of a function defined in abounded
domain of k-dimensional Euclidean space. The object function may be
multipeaked or multimodal. The case of findingthe global (or least)
minimum is similar to the present problem.
The motivationbehind this work is that there exists no adequate
meansforfindingthe
global maximum (minimum) of afunction of
many variables. Brent states in his recent monograph [l] that methods
for finding global minima of functions of a moderate or large number of
variables are difficult and that usually the best we can do is to use a
good local minimizer and try several different combinations of starting
positions, steplengths, etc., in thehope that the best local minimum
found is the global minimum. A similar statement is made in [2], where
15 different unconstrained optimization techniques are compared, each
against 15 minimization test problems. Reference [3] reviews the efforts
directed to global techniques for constrained problems only. Reference
[4] discusses the problems where the objective functionsare assumed
Manuscript received September 28, 1976; revised January I, 1977. Paper recommended
by E. J. Davisoh Past Chairman of the IEEE S C S Computattonal Methods and Discrete
Systems Committee.
T h e author is with theDepartment of Electrical EngineeringHokkaido University,
Sapporo, Japan.
The preliminary version concerning only the noninteractive portion of the algorithm
was presented at the Second USA-Japan Computer Conference, Tokyo, Japan, August
1975.