The mixed H2/H∞ controller design based on an exterior-point approach

This paper is concerned with the mixed H₂/H_∞ control problem. In general, multi-objective control problems are difficult to be solved theoretically. This is because they are not convex programming problems. In this paper, we propose an exterior-point approach for obtaining a feasible solution of the mixed H₂/H_∞ control, which produces a controller sequence starting from an infeasible region to a feasible one. One feature of our algorithm is to be able to use any stabilizing controllers as an initial point. A numerical example is given to show the efficiency of our algorithm.