Title :
A global BMI algorithm based on the generalized benders decomposition
Author :
Beran, Eric ; Vandenberghe, Lieven ; Boyd, Stephen
Author_Institution :
Dept. of Autom., Tech. Univ. of Denmark, Lyngby, Denmark
Abstract :
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimization as the generalized Benders decomposition. It extends the GOP algorithm of Visweswaran and Floudas for bilinear and biconvex programming to problems with BMI constraints.
Keywords :
convex programming; linear matrix inequalities; BMI constraints; GOP algorithm; biconvex programming; bilinear matrix inequalities; bilinear programming; generalized Benders decomposition; global BMI algorithm; global solution; large-scale global optimization; optimization problems; Approximation algorithms; Electronic mail; Linear matrix inequalities; Matrix decomposition; Optimization; Piecewise linear approximation; Upper bound; Linear matrix inequalities; Numerical Methods; Robust control;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
