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|
|Source:||IEEE Conference on Decision and Control Proceedings 2004|