An Inexact Bundle Method for Solving Large Structured Linear Matrix Inequalities
نویسندگان
چکیده
An Inexact Bundle Method for Solving Large Structured Linear Matrix Inequalities
منابع مشابه
A Bundle Method for Efficiently Solving Large Structured Linear Matrix Inequalities
A new algorithm is proposed for solving large LMI feasibility problems, which exploits the structure of the LMI and avoids forming and manipulating large matrices. It is derived from the spectral bundle method of Helmberg and Rendl, but modified to properly handle inexact eigenvalues and eigenvectors obtained from Lanczos iterations. The complexity is estimated from numerical experiments and it...
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