Title :
Matrix-based bounding vs. element-wise bounding for the MPEP global optimization
Author :
Yamada, Yuji ; Hara, Shinji
Author_Institution :
Dept. of Comput. Inteligence & Syst. Sci., Tokyo Inst. of Technol., Yokohama, Japan
Abstract :
In this paper, we compare the matrix-based bounding and the element-wise bounding concerning the global optimization for the matrix product eigenvalues problem (MPEP), which addresses many typical bilinear matrix inequality problems for control synthesis. It is shown that using the matrix-based bounding has some advantages in the consideration of the global optimization for MPEP over the element-wise bounding. Numerical experiments illustrate that the algorithm using the matrix-based bounding is better than that of the element-wise bounding in the total computational time
Keywords :
eigenvalues and eigenfunctions; matrix algebra; optimisation; bilinear matrix inequality; element-wise bounding; global optimization; matrix product eigenvalues; matrix-based bounding; Computational intelligence; Control systems; Eigenvalues and eigenfunctions; Linear matrix inequalities; Utility programs;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.761830