Searching for Sparse Controllers with a Budget: A Bottom-Up Approach

We propose a sparse static output-feedback controller for a class of large-scale systems. Our approach starts with an initial stabilizing controller with a decentralized/distributed structure and then searches for nearby structured controllers limited by a budget of a predefined number of controller parameters. Our methodology relies on a predictor-corrector approach where a greedy gradient with respect to controller parameters is a predictor oracle and an existing non-smooth optimization algorithm specialized for sparse structures is applied to correct the predicted values in the previous step. We show the effectiveness of our algorithm in terms of performance and speed on a benchmark example.