A Newton-like method for solving rank constrained linear matrix inequalities
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.
|Collections||ANU Research Publications|
|01_Orsi_A_Newton-like_method_for_2006.pdf||239.98 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.