A global approach to the bilinear matrix inequality problem using the primal-relaxed dual method

A global approach to the bilinear matrix inequality problem using the primal-relaxed dual method

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Article ID: iaor20002370
Country: Japan
Volume: 35
Issue: 6
Start Page Number: 748
End Page Number: 753
Publication Date: Jun 1999
Journal: Transactions of the Society of Instrument and Control Engineers
Authors: , , ,
Keywords: control, programming: mathematical
Abstract:

Many control analysis/synthesis problems have been shown to be reducible to bilinear matrix inequality (BMI) problems. In this paper, we present a global optimization algorithm for the BMI problem based on the primal-relaxed dual method. We also modify the algorithm from the viewpoint of computational efficiency. A numerical example is given to illustrate the geometrical interpretation and effectiveness of the proposed method.

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