DocumentCode
701066
Title
A global BMI algorithm based on the generalized benders decomposition
Author
Beran, Eric ; Vandenberghe, Lieven ; Boyd, Stephen
Author_Institution
Dept. of Autom., Tech. Univ. of Denmark, Lyngby, Denmark
fYear
1997
fDate
1-7 July 1997
Firstpage
3741
Lastpage
3746
Abstract
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimization as the generalized Benders decomposition. It extends the GOP algorithm of Visweswaran and Floudas for bilinear and biconvex programming to problems with BMI constraints.
Keywords
convex programming; linear matrix inequalities; BMI constraints; GOP algorithm; biconvex programming; bilinear matrix inequalities; bilinear programming; generalized Benders decomposition; global BMI algorithm; global solution; large-scale global optimization; optimization problems; Approximation algorithms; Electronic mail; Linear matrix inequalities; Matrix decomposition; Optimization; Piecewise linear approximation; Upper bound; Linear matrix inequalities; Numerical Methods; Robust control;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082698
Link To Document