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Math.

Control Signals Systems(1993)6:99-105


9 1993Springer-VerlagLondon Limited

Mathematics of Control,
Signals, and Systems

Several NP-Hard Problems Arising in


Robust Stability Analysis*
A. Nemirovskiit
Abstract. We demonstratethat it is NP-hard to checkwhetherall representatives

of a square interval matrix share any of the followingfour 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 eigenvaluesin the open left half-plane).
Key words. Intervalmatrices, NP-hardness, Robust stability.
1. The Problem

A typical question in robust stability analysis is to check whether a given system


with uncertainty (i.e., a family of systems of a given type with the parameters taking
values in a given neighborhood of a given point) possesses certain property, say, is
stable (i.e., all particular systems of the family are stable). For example, assume that
we are given a linear time-invariant ordinary differnetial equation

where q(p) is a polynomial of a given order n, and all we know about q is that the
coefficients q~ of q belong to given segments [Oi, qi] c ~. This defines a family of
polynomials, and the robust stability problem here is to find out whether all
polynomials of the family are (strictly) stable, i.e., have all their roots in the open
left half-plane. The answer is given by the famous Kharitonov theorem [K]: it turns
out that in order to prove stability of the family it suffices to check whether four
polynomials chosen from the family by a certain simple rule are stable. In particular,
the problem under consideration is "tractable"--it can be solved in polynomial
time, i.e., an algorithm exists which, given the input (n, {~, ~, i = 1, ..., n}), verifies
in time (bit operations) polynomial in n and in the total length ~ of the binary

* Date received:July 15, 1993.Date revised:March 8, 1993.This work was completedwhileon leave
at INRIA-Rocquencourt,Domaine de Voluceau, Rocquencourt B.P. 105, 78153 Le Chesnay Cedex,
France.
t Central Economic & Mathematical Institute, Russian Academy of Sciences, 32 Krasikova St.,
Moscow 117418,Russia.
99

100

A. Nemirovskii

representation of (the rational) data 0~, ~/~ whether all members of the associated
family of polynomials are strictly stable.
Many other problems of robust stability are also tractable (i.e., are solvable in polynomial time), but this is not always the case. Moreover, some problems of this type
turn out to be NP-hard (roughly speaking, at least as complicated as such difficult
combinatorial problems as the traveling salesman problem; for precise definitions
of polynomial solvability and related notions of polynomial reducibility, NPcompleteness, and NP-hardness, see [GJ]). Although it still is unknown whether the
NP-complete combinatorial problems are polynomially solvable, traditionally they
(and then, of course, NP-hard problems) are regarded as computationally intractable.
The goal of this note is to demonstrate that the matrix analog of Kharitonov's
problem, i.e., the stability problem for the system
x'(O = Qx(t),

(1)

Q being an "interval" matrix, is NP-hard. We also do the same for several other
robust stability problems for matrices. Although this is what was conjectured by
many of those involved with robust stability analysis, the corresponding statements,
as far as we know, have never been proved. (After this note was finished, we learned
that the NP-completeness of the nonsingularity problem for interval matrices, i.e.,
the third of the four problems studied below, was recently proved by Poljak and
Rohn [PR]; nevertheless, we present here an alternative proof of that fact as well,
mainly for aesthetic reasons: all proofs which follow are variations of a single, very
simple observation.)
Let us start with some notation. I k denotes the unit k x k matrix and inequalities
of the type A > B for square matrices of the same size are understood in the operator
sense, i.e., A _> B if and only if A - B is positive semidefinite. Let n be a positive
integer, and let N be a set ofrationfil numbers Oo, 7ti~, i,j = 1 .... , n, such that O~j < ~tij,
i,j = 1, ..., n. This set defines an interval matrix d [ ~ ] , i.e., the family of all n x n
matrices A with real entries A~j belonging to the segments [O,j, 77,j], i, j = 1. . . . , n.
We say that .~ is symmetric ifOij = Oj,, 71ij = ~tji, i,j = 1..... n; in this case .,~ defines
a symmetric interval matrix zJ=[~], which, by definition, is the set of all symmetric
matrices from M [ ~ ] . We say that an interval matrix ~r
possesses a certain
property (say, is nonsingular) if this property is shared by all matrices A s N [ ~ ] .
Now let us formulate the following problems:
~N(n, .~). Given n and symmetric .~, determine whether the symmetric interval
matrix d=[.~] is positive semidefinite.
./V(n, .~).

Given n and ~, determine whether the interval matrix d [,~] has spectral
norm < 1, i.e., whether A r A <_ I, for all A e ~1[.~].

~(n, .~). Given n and .~, determine whether the interval matrix ~r
nonsingular.

is

fg(n, .~). Given n and .~, determine whether the interval matrix ~1[.~] is strictly
stable, i.e., whether all eigenvalues of all matrices from ~r [.~] lie in the
open left half-plane.

Several NP-Hard ProblemsArisingin Robust StabilityAnalysis

101

2. The Result
The goal of this note is to establish the following.

Proposition 2.1.

Each of the problems ~ ,

Jff, ~ , ~ is NP-hard.

Recall that as far as problem @ is concerned, the statement was proved by Poljak
and Rohn; the remaining parts of the assertion seem to be new.
Remark 2.1. As is seen from the proof, even very restricted versions of the above
four problems are still NP-hard: note that all entries in the interval matrices given
in the constructions to follow are fixed, except for the entries of a particular row
and/or column.
Proof. As usual, in order to establish NP-hardness of a problem ~, it suffices to
demonstrate that a certain problem ~+ which is known to be NP-complete can be
polynomiaUy reduced to ~.
1. We start from the following well-known NP-complete problem (see [GJ]):

6e(m, a). Given a positive integer m and an m-dimensional vector a, ]]all2 ~ 0.1,
with positive rational entries, determine whether the equation
ait~ = 0

(2)

i=1

has a solution t with ti 9 { - 1; 1}, i = 1. . . . . m.


In fact we deal with equivalent reformulations of ~(m, a) given by the following.
Lemma 2.1. Let F(m, a) be a scalar function of positive integer m and of mdimensional vector a, such that, first, F is well defined and takes rational values from
(0, IlalI2 2) for all positive integers m and all m-dimensional rational vectors a with
lia I]2 < 0.1 and, second, the value of this function at a given pair (m, a) can be computed
in time polynomial in m and the length of the standard representation of the (rational)
vector a. Then the problem

~r(m, a). Given a positive integer m and an m-dimensional vector a, lla[I2 <- 0.1, with
rational positive entries determine whether
max{zr(I,n - F(m, a)aaT)zlz 9 R rn, Hzl[~o--< 1} >_ m

(3)

is NP-complete. Besides this, either relation (3) holds, or one has


max{zr(I,~ - F(m, a)aar)z]z ~ R m, IIzl]~o-< 1} <_ m

F(m, a)
dZ(a) ,

where d(a) is the (smallest) common denominator of all entries of a.

(4)

102

A. Nemirovskii

Proof. To prove that ~r(m, a) is NP-complete let us demonstrate that this problem
is equivalent to 5e(m, a) which is known to be NP-complete. Indeed, assume that
the answer to oW(m,a) is "yes," so that (2) admits a solution t with Its[ = 1, i = 1. . . . .
m. Then we evidently have
tr(Im - F(m, a ) a a r ) t = m,

and the answer to ~r(m, a) is "yes," the same as to re(m, a).


It remains to prove that if the answer to 5a(m, a) is "no," then the answer to
~r(m, a) is also "no" and (4) takes place. Let the answer to 5~(m, a) be "no." Let K v
be the set of vertices of the unit cube KI = {z ~ R"[ IIzll o~ < X}. Since the answer to
~(m, a) is "no," the quantities a r z are nonzero for all z e KV; since all these quantites
are rational numbers with the denominator d(a), we conclude
(aTz) 2 >_ d-2(a)

for all

z e K ".

(5)

Now, by assumption, 0 < F(m, a) < flail2 2, so that the quadratic form
A ( z ) = zr(Im - F(m, a ) a a r ) z

is convex in z and therefore its maximum over K is the same as its maximum o v e r
K"; from (5) it follows that
max A ( z ) = max A ( z ) < m - F(m, a) min (arz) 2 _< m - F(m, a)d-2(a).
zEK

zeK

z~K v

The equivalence stated by Lemma 2.1 is probably well known; we presented the
proof in order to make this paper more self-contained.
2. To prove NP-hardness of ~ 9 ( n , 2) it suffices to reduce polynomially the
problem ~l(m, a) associated with F = 1 (the latter problem is NP-complete by
Lemma 2.1) to ~ ( n , ~), which can be done as follows. Given data m, a, set
n = m + 1,

B = (Im - a a r ) -1,

It = m - d - 2 ( a )

(recall that d(a) is the smallest common denominator of the entries of a), and define
the interval symmetric n x n matrix:
J~m

a =

zT

g e ~", HZ[I~ -<- 1

"

It is quite straightforward to verify that a matrix of the form

is positive semidefinite if and only if z r B - I z < It (when verifying the latter statement,
the fact that B is positive definite and symmetric should be taken into account). We
conclude that the answer to problem ~ associated with the above interval symmetric matrix is "yes" if and only i f z r B - X z = zr(Im -- a a r ) z < p for all z, Ilzl[~ < 1,
or, which is the same in view of Lemma 2.1 (where F = 1 should be set), if and only
if the answer in ~1 (m, a) is "no." Thus, we have reduced the polynomially NP-hard
problem ~ to ~ .

Several NP-Hard Problems Arising in Robust Stability Analysis

103

3. T o prove the NP-hardness of X , set


F(m, a) = 4

ara

1 --

3 + 4(1 - a r a ) a r a

(a is m-dimensional). This function clearly satisfies all requirements from L e m m a


2.1, so that problem ~r(m, a) is NP-hard. Thus, it suffices to reduce polynomially
the latter problem to X , which can be done as follows.
Given data m, a, set
n = m + 1,
p-

4#+3

7
# = m - d2(a--~,

y = F(m, a),
p-1

R-

L=-,

1
p

and
B = 89IT. -

Consider the interval matrix


Jg""

a a r.

{(. 0)
zr

R ze~m,[Izll~o<L

}
.

It suffices to verify that the problem X = X,,,~ associated with the interval matrix
is equivalent to ~r(m, a). The verification proceeds as follows.
The n o r m of a matrix of the form

(z".o)
is < 1 if and only if
]lBuI]~ + ( R t + zTu) 2 ~__ uTb/ --1- t 2

(6)

for all u ~ ~ " and all t ~ R, or, which evidently is the same due to continuity reasons,
if and only if (6) holds true for all (u, t) with t ~ 0. In turn, by homogeneity reasons
(6) holds true for all (u; t) with t r 0 if and only if it holds true for all (u, t) with t = 1,
i.e., if and only if
foraU

][Bu]l~+(R+zru)2<uru+l

u ~ I1~".

(7)

Equation (7) can be rewritten as


urA(z)u

- 2Rzru

> - ( 1 - R2),

u e ~",

(8)

where
A ( z ) = I -- B 2 - - z z r ---- S - z f f ,

The matrix S is positive definite; let T = S ~/2, u = T - ~ v , and x = T - ~ z . Equation


(8) holds for all u if and only if the relation
vrv-

(xrv) z - 2Rxrv

> - ( 1 - R 2)

104

A. Nemirovskii

is true for all v e R ~, or, which is clearly the same, if it holds for all v = 2x, 2 ~ ~.
Thus, (6) holds for all u and t if and only if
22o"(1 - tr) - 2 R 2 a > - ( 1 - R2),

2 ~ ~,

where a = x r x - z r ( I - B 2 ) - ~ z ; the latter relation holds if and only if0 < tr < I R 2.

Thus, the particular representative of our interval matrix associated with a given
z is of norm < 1 if and only if
zr(I - B2)-lz

< 1 - R 2.

It is easily seen that

(1

--

B2) -I = ~ ( I

--

v a a r ) -~ ~W.,
3

so that the answer to dm,a is "yes" if and only if


~ ~m, jfylr~ < 1) _< 88 - R2)L -2.

max(yrWyly

The right-hand side of the latter inequality is equal to g = m - 7 / d 2 ( a ) = m F(m, a)/d2(a). Therefore, in view of Lemma 2.1, the answer in Y,~,a is "yes" if and
only if the answer to ~r(rn, a) is "'no," and the desired equivalence is proved.
4. It remains to establish NP-hardness of problems ~ and ~ It is more convenient to speak about the problem "complementary" to
f~'. Given an interval matrix, check whether all its representatives have all their
eigenvalues in the open right half-plane.
To prove the NP-hardness of if' is the same as to establish the same statement for ~.
Let m, a form the data for ~(m, a). We set
C = (In - a a r ) -1

and find a positive rational L such that


m - d - Z ( a ) < L -z < m;

(9)

of course, such an L can be found in polynomial time. Now we set n = m + 1 and


consider the interval matrix
M~,, =

{(c
yr

1 y' z e ", Iryf[~, I]zIjo~_< L .

(10)

We demonstrate that problems ~ and f#' associated with this interval matrix are
equivalent to problem ~1 (m, a) associated with F - 1 and therefore ~ and ff are
NP-hard. We prove that the answers to the latter pair of problems are "yes" if and
only if the answer to ~1 (m, a) is "no."
5. Let the answer to ~l(rn, a) be "no," so that, by Lemma. 2.1,
max u r C - ~ u <_ m - d-2(a),
u~K1

where

KR = {u ~ ~ t Ilullo~ -< R},

Several NP-Hard Problems Arising in Robust Stability Analysis

105

whence, in view of (9),


max u r C - l u < 1.

(i1)

u~KL

Let us demonstrate that then the answers to problem ~ and fr associated with J//~,a
are "yes." Indeed, if y, z 9 KL and
__(C
yr

z)
1 '

then
D -

wr

w =

E KL;

since C is positive definite and w r C - l w < 1 (the latter inequality follows from (11)),
the matrix D is positive definite, and therefore all eigenvalues of A belong to the open
right half-plane, as claimed.
6. Now let the answer to 9~1(m, a) be "yes," so that maxu~r~ u r C - ~ u > m and
therefore, in view of(9), max,~xL U r C - l u > 1. Then u 9 Kz with u r C - l u = 1 exists,
so that the matrix
ur

~,;,,.

is singular. Thus, in the case in question the answers to ~ and ~' are "no."

Acknowledgment. The author is greatly indebted to Leonid Gurvits for his comments, which allowed the initial proof to be simplified.
References
[G J] M. R. Garey and D. S. Johnson, Computers and Intractability: A Guide to the Theory of NPCompleteness, Freeman, San Francisco, 1979.
I-K] V. L. Kharitonov, Asymptotic stability of an equilibrium position of a family of systems of linear
differential equations, Differential Equations, 14 (1979), 1483-1485.
[PR] S. Poljak and J. Rohn, Checking robust nonsingularityis NP-hard, Math. Control Signals Systems,
6 (1993), 1-9.