On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
نویسندگان
چکیده
منابع مشابه
On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
We present efficiently verifiable sufficient conditions for the validity of specific NPhard semi-infinite systems of linear matrix inequalities (LMIs) arising from LMIs with uncertain data and demonstrate that these conditions are “tight” up to an absolute constant factor. In particular, we prove that given an n × n interval matrix Uρ = {A | |Aij − Aij | ≤ ρCij}, one can build a computable lowe...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2002
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623400374756