Title :
A Newton-like method for solving rank constrained linear matrix inequalities
Author :
Orsi, Robert ; Helmke, Uwe ; Moore, John B.
Abstract :
This paper presents a Newton??like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.
Keywords :
Constraint optimization; Convergence of numerical methods; Linear matrix inequalities; Mathematical programming; Mathematics; Minimization methods; Newton method; Output feedback; Polynomials; Robust control;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location :
Nassau
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1428950
