Per citar aquest document:
The Projective Method for solving linear matrix inequalities
Gahinet, Pascal
Nemirovski, Arkadi

Data: 1997
Resum: Numerous problems in control and systems theory can be formulated in terms of linear matrix inequalities (LMI). Since solving an LMI amounts to a convex optimization problem, such formulations are known to be numerically tractable. However, the interest in LMI-based design techniques has really surged with the introduction of efficient interior-point methods for solving LMIs with a polynomial-time complexity. This paper describes one particular method called the Projective Method. Simple geometrical arguments are used to clarify the strategy and convergence mechanism of the Projective algorithm. A complexity analysis is provided, and applications to two generic LMI problems (feasibility and linear objective minimization) are discussed. .
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Matèria: Linear matrix inequalities ; Semidefinite programming ; Interior point methods
Publicat a: Mathematical Programming, vol. 77 n. 2 (1997) p. 163-190, ISSN 0025-5610

28 p, 1.1 MB
 Accés restringit a la UAB

El registre apareix a les col·leccions:
Articles > Articles de recerca
Articles > Articles publicats

 Registre creat el 2006-03-13, darrera modificació el 2016-06-12

   Favorit i Compartir