On the Low Rank Solutions for Linear Matrix Inequalities

On the Low Rank Solutions for Linear Matrix Inequalities

0.00 Avg rating0 Votes
Article ID: iaor200954167
Country: United States
Volume: 33
Issue: 4
Start Page Number: 965
End Page Number: 975
Publication Date: Nov 2008
Journal: Mathematics of Operations Research
Authors: , ,
Abstract:

In this paper we present a polynomial–time procedure to find a low–rank solution for a system of linear matrix inequalities (LMI). The existence of such a low–rank solution was shown in the work of Au–Yeung and Poon and the work of Barvinok. In the approach of Au–Yeung and Poon an earlier unpublished manuscript of Bohnenblust played an essential role. Both proofs in the work of Au–Yeung and Poon and that of Barvinok are nonconstructive in nature. The aim of this paper is to provide a polynomial–time constructive procedure to find such a low–rank solution approximatively. Extensions of our new results and their relations to some of the known results in the literature are discussed.

Reviews

Required fields are marked *. Your email address will not be published.