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: | Tanino Tetsuzo, Wakasa Yuji, Sasaki Masahiro, Katayama Tohru |
Keywords: | control, programming: mathematical |
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.