| Date: |
1997 |
| Abstract: |
We discuss an approach for solving the Bilinear Matrix Inequality (BMI) based on its connections with certain problems defined over matrix cones. These problems are, among others, the cone generalization of the linear programming (LP) and the linear complementarity problem (LCP) (referred to as the Cone-LP and the Cone-LCP, respectively). Specifically, we show that solving a given BMI is equivalent to examining the solution set of a suitably constructed Cone-LP or Cone-LCP. This approach facilitates our understanding of the geometry of the BMI and opens up new avenues for the development of the computational procedures for its solution. . |
| Rights: |
Aquest material està protegit per drets d'autor i/o drets afins. Podeu utilitzar aquest material en funció del que permet la legislació de drets d'autor i drets afins d'aplicació al vostre cas. Per a d'altres usos heu d'obtenir permís del(s) titular(s) de drets.  |
| Language: |
Anglès |
| Document: |
Article ; recerca ; Versió publicada |
| Subject: |
Bilinear matrix inequalities ;
Linear complementarity problem over cones ;
Linear programming over cones ;
Robust control |
| Published in: |
Mathematical Programming, vol. 77 n. 2 (1997) p. 247-272, ISSN 0025-5610 |
guest ::
UAB restricted access
