Non Linear Spectral SDP Method for BMI-Constrained Problems: Applications to Control Design
نویسندگان
چکیده
The purpose of this paper is to examine a nonlinear spectral semidefinite programming method to solve problems with bilinear matrix inequality (BMI) constraints. Such optimization programs arise frequently in automatic control and are difficult to solve due to the inherent non-convexity. The method we discuss here is of augmented Lagrangian type and uses a succession of unconstrained subproblems to approximate the BMI optimization program. These tangent programs are solved by a trust region strategy. The method is tested against several difficult examples in feedback control synthesis.
منابع مشابه
COMPleib: COnstrained Matrix–optimization Problem library – a collection of test examples for nonlinear semidefinite programs, control system design and related problems
The purpose of this paper is to describe a collection of test examples which can be used for testing and comparing algorithms for nonlinear semidefinite programs (NSDPs), bilinear matrix inequality (BMI) problems, (linear) control system design and related problems. COMPleib consists of examples collected from the engineering literature and real–life sources for linear time–invariant (LTI) cont...
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