Method of centers for minimizing generalized eigenvalues

DOI10.1016/0024-3795(93)90465-ZzbMath0781.65051MaRDI QIDQ1260783

Laurent El Ghaoui, Stephen P. Boyd

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

method of centersinterior-point methodellipsoid algorithmsymmetric matricesstopping criterionquasi-convexcutting-plane algorithmminimizing the largest generalized eigenvalue

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (41)

Optimal ellipsoidal approximations around the analytic center ⋮ A consensus approach to PI gains tuning for quality‐fair video delivery ⋮ Robust performance of linear parametrically varying systems using parametrically-dependent linear feedback ⋮ A fifth bibliography of fractional programming^* ⋮ Worst case identification of continuous time systems via interpolation ⋮ Unnamed Item ⋮ Numerical methods to design the reaching phase of output feedback variable structure control ⋮ On minimizing the largest eigenvalue of a symmetric matrix ⋮ An interior-point method for multifractional programs with convex constraints ⋮ Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints ⋮ \(H_ \infty\) control for descriptor systems: A matrix inequalities approach ⋮ Global optimization for the biaffine matrix inequality problem ⋮ On polynomiality of the method of analytic centers for fractional problems ⋮ An interior-point method for generalized linear-fractional programming ⋮ A primal-dual potential reduction method for problems involving matrix inequalities ⋮ Explicit controller formulas for LMI-based \(H_ \infty\) synthesis ⋮ Low-order control design for LMI problems using alternating projection methods ⋮ Event-triggered stabilizing controllers for switched linear systems ⋮ Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities ⋮ A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints ⋮ TheXY-centring algorithm for the dual LMI problem: a new approach to fixed-order control design ⋮ Optimal \(H_ \infty\) model reduction via linear matrix inequalities: continuous- and discrete-time cases ⋮ On D-stability and structured singular values ⋮ Robust constrained model predictive control using linear matrix inequalities ⋮ Optimal, constant I/O similarity scaling for full-information and state- feedback control problems ⋮ A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs ⋮ LMI approximations for the radius of the intersection of ellipsoids: Survey. ⋮ An homage to Joseph-Louis Lagrange and Pierre Huard ⋮ Structured singular value of a repeated complex full-block uncertainty ⋮ Fast linear iterations for distributed averaging ⋮ Quasi-Min-Max Model Predictive Control for Image-Based Visual Servoing with Tensor Product Model Transformation ⋮ Finding positive matrices subject to linear restrictions ⋮ The complex structured singular value ⋮ An interior-point method for fractional programs with convex constraints ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix ⋮ Filter design: a finite dimensional convex optimization approach ⋮ Control of rational systems using linear-fractional representations and linear matrix inequalities ⋮ Robust stability and performance analysis of uncertain systems using linear matrix inequalities ⋮ Dualistic differential geometry of positive definite matrices and its applications to related problems ⋮ Gain scheduling via linear fractional transformations ⋮ Penalty/Barrier multiplier algorthm for semidefinit programming^∗

Uses Software

• QDES

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new polynomial-time algorithm for linear programming
• Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
• Numerical methods of construction of Lyapunov functions and absolute stability criteria in the form of numerical procedures
• Extremal problems on the set of nonnegative definite matrices
• On minimax eigenvalue problems via constrained optimization
• On the need for special purpose algorithms for minimax eigenvalue problems
• Linear programming with matrix variables
• On some efficient interior point methods for nonlinear convex programming
• Interior-point methods for convex programming
• A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
• Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
• A primal-dual potential reduction method for problems involving matrix inequalities
• La méthode des centres dans un espace topologique
• The Cutting-Plane Method for Solving Convex Programs
• Semi-Definite Matrix Constraints in Optimization
• The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• Khachiyan’s algorithm for linear programming
• Feature Article—The Ellipsoid Method: A Survey
• On the Sum of the Largest Eigenvalues of a Symmetric Matrix
• Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem
• Large-Scale Optimization of Eigenvalues
• Linear Matrix Inequalities in System and Control Theory
• Structured and simultaneous Lyapunov functions for system stability problems
• On Maximizing the Minimum Eigenvalue of a Linear Combination of Symmetric Matrices

This page was built for publication: Method of centers for minimizing generalized eigenvalues