  We study the problem of synthesizing polyhedral Lyapunov functions for hybrid
linear systems. Such functions are defined as convex piecewise linear
functions, with a finite number of pieces. We first prove that deciding whether
there exists an $m$-piece polyhedral Lyapunov function for a given hybrid
linear system is NP-hard. We then present a counterexample-guided algorithm for
solving this problem. The algorithm alternates between choosing a candidate
polyhedral function based on a finite set of counterexamples and verifying
whether the candidate satisfies the Lyapunov conditions. If the verification
fails, we find a new counterexample that is added to our set. We prove that if
the algorithm terminates, it discovers a valid Lyapunov function or concludes
that no such Lyapunov function exists. However, our initial algorithm can be
non-terminating. We modify our algorithm to provide a terminating version based
on the so-called cutting-plane argument from nonsmooth optimization. We
demonstrate our algorithm on numerical examples.

Optimization and Control;Systems and Control;Systems and Control