Title :
A branch-and-bound algorithm for solving BMIs taking account of activities of relaxed LMIs
Author_Institution :
Sch. of Inf., Kyoto Univ., Japan
fDate :
6/21/1905 12:00:00 AM
Abstract :
An optimization problem related to bilinear matrix inequalities (BMIs) is considered. A branch-and-bound type global algorithm is obtained based on a linear matrix inequality (LMI)-relaxation and an upper bound of its worst case performance is derived. Taking account of activities of the relaxed problem, an improved algorithm is also proposed
Keywords :
matrix algebra; optimisation; tree searching; BMIs; bilinear matrix inequalities; branch-and-bound algorithm; global algorithm; linear matrix inequality-relaxation; optimization problem; relaxed LMIs; Eigenvalues and eigenfunctions; Informatics; Optical computing; Symmetric matrices; Upper bound;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.832926
