A Newton-Like Method for Solving Rank Constrained Linear Matrix Inequalities

dc.contributor.authorOrsi, Robert
dc.contributor.authorHelmke, Uwe
dc.contributor.authorMoore, John
dc.coverage.spatialAtlantis Bahamas
dc.date.accessioned2015-12-13T22:45:08Z
dc.date.available2015-12-13T22:45:08Z
dc.date.createdDecember 14 2004
dc.date.issued2004
dc.date.updated2015-12-11T10:19:51Z
dc.description.abstractThis 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.
dc.identifier.isbn0780386833
dc.identifier.urihttp://hdl.handle.net/1885/79612
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.relation.ispartofseriesIEEE Conference on Decision and Control 2004
dc.sourceIEEE Conference on Decision and Control Proceedings 2004
dc.source.urihttp://control.bu.edu/ieee/cdc04/
dc.subjectKeywords: Algorithms; Constraint theory; Convergence of numerical methods; Feedback; Linear equations; Optimization; Problem solving; Interior point algorithm; Linear matrix inequality (LMI) problem; Quadratic convergence; Semidefinite matrices; Matrix algebra
dc.titleA Newton-Like Method for Solving Rank Constrained Linear Matrix Inequalities
dc.typeConference paper
local.bibliographicCitation.lastpage3144
local.bibliographicCitation.startpage3138
local.contributor.affiliationOrsi, Robert, College of Engineering and Computer Science, ANU
local.contributor.affiliationHelmke, Uwe, University of Wurzburg
local.contributor.affiliationMoore, John, College of Engineering and Computer Science, ANU
local.contributor.authoruidOrsi, Robert, u3508658
local.contributor.authoruidMoore, John, u8202879
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010203 - Calculus of Variations, Systems Theory and Control Theory
local.identifier.absfor010303 - Optimisation
local.identifier.ariespublicationMigratedxPub8015
local.identifier.scopusID2-s2.0-14244252254
local.type.statusPublished Version

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