DocumentCode
1123829
Title
A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint
Author
Nagamune, Ryozo
Author_Institution
Div. of Optimization & Syst. Theor., R. Inst. of Technol., Stockholm, Sweden
Volume
48
Issue
1
fYear
2003
fDate
1/1/2003 12:00:00 AM
Firstpage
113
Lastpage
117
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2002.806662
Filename
1166531
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