Mathematics – Optimization and Control
Scientific paper
2012-02-24
Mathematics
Optimization and Control
7 pages and 3 tables. A shortened version is submitted to CDC2012, Feb 2012
Scientific paper
In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite convex approximations via a parameterization technique. This leads to an iterative procedure to search a local optimum of the nonconvex problem. The convergence of the algorithm is analyzed under mild assumptions. Applications in static output feedback control are benchmarked and numerical tests are implemented based on the data from the COMPLeib library.
Diehl Moritz
Dinh Quoc Tran
Michiels Wim
No associations
LandOfFree
An Inner Convex Approximation Algorithm for BMI Optimization and Applications in Control does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with An Inner Convex Approximation Algorithm for BMI Optimization and Applications in Control, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An Inner Convex Approximation Algorithm for BMI Optimization and Applications in Control will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-78893