Title :
Exploiting structure in a projective algorithm for solving strict linear matrix inequalities
Author :
Ge, Yuzlien ; Watson, Layne T. ; Collins, Emmanuel G., Jr.
Author_Institution :
Dept. of Math. & Comput. Sci., Butler Univ., Indianapolis, IN, USA
Abstract :
This paper focuses on exploiting structure in a Lyapunov type linear matrix inequality when solving a strict feasibility problem or a semidefinite programming problem using projective methods. A projective algorithm by Nemirovskii and Gahinet (1994) is modified so that both time and space complexity can be reduced
Keywords :
Lyapunov matrix equations; computational complexity; mathematical programming; matrix algebra; LMI; Lyapunov type linear matrix inequality; projective algorithm; semidefinite programming problem; space complexity; strict linear matrix inequalities; time complexity; Control theory; Iterative algorithms; Iterative methods; Linear matrix inequalities; Riccati equations; Symmetric matrices; Vectors;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.688426
