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

Robert Orsi; Uwe Helmke; John B. Moore

doi:10.1109/cdc.2004.1428950

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 › Conference article › peer-review

22 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
Article number	ThA12.2
Pages (from-to)	3138-3144
Number of pages	7
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	3
DOIs	https://doi.org/10.1109/cdc.2004.1428950
Publication status	Published - 2004
Event	2004 43rd IEEE Conference on Decision and Control (CDC) - Nassau, Bahamas Duration: 14 Dec 2004 → 17 Dec 2004

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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.",

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

year = "2004",

doi = "10.1109/cdc.2004.1428950",

language = "English",

volume = "3",

pages = "3138--3144",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0743-1546",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "2004 43rd IEEE Conference on Decision and Control (CDC) ; Conference date: 14-12-2004 Through 17-12-2004",

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T1 - A Newton-like method for solving rank constrained linear matrix inequalities

AU - Orsi, Robert

AU - Helmke, Uwe

AU - Moore, John B.

PY - 2004

Y1 - 2004

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.

UR - https://www.scopus.com/pages/publications/14244252254

U2 - 10.1109/cdc.2004.1428950

DO - 10.1109/cdc.2004.1428950

M3 - Conference article

SN - 0743-1546

VL - 3

SP - 3138

EP - 3144

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

M1 - ThA12.2

T2 - 2004 43rd IEEE Conference on Decision and Control (CDC)

Y2 - 14 December 2004 through 17 December 2004

ER -

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

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