A Newton-like method for solving rank constrained linear matrix inequalities

Robert Orsi; Uwe Helmke; John B. Moore

doi:10.1016/j.automatica.2006.05.026

A Newton-like method for solving rank constrained linear matrix inequalities

Robert Orsi^*, Uwe Helmke, John B. Moore

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

138 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	1875-1882
Number of pages	8
Journal	Automatica
Volume	42
Issue number	11
DOIs	https://doi.org/10.1016/j.automatica.2006.05.026
Publication status	Published - Nov 2006

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title = "A Newton-like method for solving rank constrained linear matrix inequalities",

abstract = "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.",

keywords = "Computational methods, Linear matrix inequalities, Output feedback, Polynomial constraints, Rank constraints, Robust control, Stabilization",

author = "Robert Orsi and Uwe Helmke and Moore, {John B.}",

year = "2006",

month = nov,

doi = "10.1016/j.automatica.2006.05.026",

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AU - Orsi, Robert

AU - Helmke, Uwe

AU - Moore, John B.

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N2 - 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.

AB - 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.

KW - Computational methods

KW - Linear matrix inequalities

KW - Output feedback

KW - Polynomial constraints

KW - Rank constraints

KW - Robust control

KW - Stabilization

UR - http://www.scopus.com/inward/record.url?scp=33748923977&partnerID=8YFLogxK

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DO - 10.1016/j.automatica.2006.05.026

M3 - Article

SN - 0005-1098

VL - 42

SP - 1875

EP - 1882

JO - Automatica

JF - Automatica

IS - 11

ER -

A Newton-like method for solving rank constrained linear matrix inequalities

Abstract

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