Title :
A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint
Author_Institution :
Div. of Optimization & Syst. Theor., R. Inst. of Technol., Stockholm, Sweden
fDate :
1/1/2003 12:00:00 AM
Abstract :
This note modifies a previous algorithm for solving a certain convex optimization problem, introduced by Byrnes, Georgiou, and Lindquist, to determine any Nevanlinna-Pick interpolant satisfying degree constraint. The modified algorithm is based on a continuation method with predictor-corrector steps and it turns out to be quite efficient and numerically robust.
Keywords :
convex programming; interpolation; predictor-corrector methods; Nevanlinna-Pick interpolant; continuation method; convex optimization; degree constraint; predictor-corrector steps; robust solver; Asymptotic stability; Control systems; Control theory; Equations; Interpolation; Robustness; Stability criteria;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2002.806662
