DocumentCode
434789
Title
A Newton-like method for solving rank constrained linear matrix inequalities
Author
Orsi, Robert ; Helmke, Uwe ; Moore, John B.
Volume
3
fYear
2004
fDate
14-17 Dec. 2004
Firstpage
3138
Lastpage
3144
Abstract
This paper presents a Newton??like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.
Keywords
Constraint optimization; Convergence of numerical methods; Linear matrix inequalities; Mathematical programming; Mathematics; Minimization methods; Newton method; Output feedback; Polynomials; Robust control;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location
Nassau
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1428950
Filename
1428950
Link To Document