Fast iterative algorithm forH∞ optimization problems

In the general H^∞ optimization problem, the most computationally demanding work is the computation of the optimal H^∞ norm denoted by γ_o. The problem of computing γ_o can be considered as that of finding a γ such that μ(γ) equals to 1. Some new properties of μ(γ) are revealed and studied. Based on these properties and those found by Chu and Doyle, and Wang and Pearson, a very fast search scheme for finding γ_o is proposed.