Title :
Computational issues in solving LMIs
Author_Institution :
Dept. of Electr. Eng., California Inst. of Technol., Pasadena, CA, USA
Abstract :
Optimization methods, which have been applied to linear matrix inequality (LMI) problems are described and results are noted. Descent methods are briefly described, and one descent method approached for solving LMI problems is discussed. Convex programming methods and applications are also outlined. Interior point methods are then discussed, and recent results of applications to LMI problems are given
Keywords :
matrix algebra; optimisation; computational issues; convex programming; descent method; interior point methods; linear matrix inequality; optimization; Convergence; Difference equations; Eigenvalues and eigenfunctions; Iterative algorithms; Linear matrix inequalities; Minimization methods; Newton method; Optimization methods; Symmetric matrices; Upper bound;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261582
