On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
From MaRDI portal
Publication:2784438
DOI10.1137/S1052623400374756zbMath1008.90034OpenAlexW1973533265WikidataQ57392938 ScholiaQ57392938MaRDI QIDQ2784438
Arkadi Nemirovski, Aharon Ben-Tal
Publication date: 23 April 2002
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623400374756
data uncertaintyLyapunov stability synthesisrelaxations of combinatorial problemsrobust semidefinite optimization
Related Items (59)
Robust and reliable portfolio optimization formulation of a chance constrained problem ⋮ A tensor norm approach to quantum compatibility ⋮ Ellipsoidal bounds for uncertain linear equations and dynamical systems ⋮ Robust control of uncertain multi-inventory systems via linear matrix inequality ⋮ On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling ⋮ The tracial Hahn-Banach theorem, polar duals, matrix convex sets, and projections of free spectrahedra ⋮ A note on approximating quadratic programming with rank constraint ⋮ Design of state-feedback control for polynomial systems with quadratic performance criterion and control input constraints ⋮ Some Recent Developments in Spectrahedral Computation ⋮ Approximating the little Grothendieck problem over the orthogonal and unitary groups ⋮ Joint measurability of quantum effects and the matrix diamond ⋮ A branch and bound algorithm for quantified quadratic programming ⋮ A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs ⋮ Optimization under uncertainty with applications to design of truss structures ⋮ A note on non-commutative polytopes and polyhedra ⋮ Stability and stabilization of aperiodic sampled-data control systems using robust linear matrix inequalities ⋮ Reinhardt free spectrahedra ⋮ The \(D\)-decomposition technique for linear matrix inequalities ⋮ GPC robust design using linear and/or bilinear matrix inequalities ⋮ On the complexity of detecting convexity over a box ⋮ Nonlinear set membership filter with state estimation constraints via consensus-ADMM ⋮ Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems ⋮ Tight computationally efficient approximation of matrix norms with applications ⋮ Approximation algorithms for indefinite complex quadratic maximization problems ⋮ Bilinear matrix inequalities and polynomials in several freely noncommuting variables ⋮ Compatibility of Quantum Measurements and Inclusion Constants for the Matrix Jewel ⋮ The matricial relaxation of a linear matrix inequality ⋮ Spectrahedral Containment and Operator Systems with Finite-Dimensional Realization ⋮ Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs ⋮ Dilations, Linear Matrix Inequalities, the Matrix Cube Problem and Beta Distributions ⋮ Approximation bounds for sparse principal component analysis ⋮ Dilation theory: a guided tour ⋮ Verifying exactness of relaxations for robust semi-definite programs by solving polynomial systems ⋮ Optimal bounds on the positivity of a matrix from a few moments ⋮ Unnamed Item ⋮ Reduced vertex set result for interval semidefinite optimization problems ⋮ A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs ⋮ Delay-scheduled state-feedback design for time-delay systems with time-varying delays -- a LPV approach ⋮ Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations ⋮ Uncertain convex programs: randomized solutions and confidence levels ⋮ Matrix sum-of-squares relaxations for robust semi-definite programs ⋮ Lyapunov-based exact stability analysis and synthesis for linear single-parameter dependent systems ⋮ Noncommutative polynomials describing convex sets ⋮ Selected topics in robust convex optimization ⋮ General robust-optimization formulation for nonlinear programming ⋮ LMI relaxations in robust control ⋮ Monte Carlo and Las Vegas randomized algorithms for systems and control. An introduction ⋮ Parameter estimation with expected and residual-at-risk criteria ⋮ Convexity and Semidefinite Programming in Dimension-Free Matrix Unknowns ⋮ \(D\)-decomposition technique state-of-the-art ⋮ Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities ⋮ A Matrix Positivstellensatz with Lifting Polynomials ⋮ A new vertex result for robustness problems with interval matrix uncertainty ⋮ Bianalytic free maps between spectrahedra and spectraballs ⋮ Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations ⋮ Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios ⋮ A Semidefinite Hierarchy for Containment of Spectrahedra ⋮ Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design ⋮ Robust nonlinear optimization with conic representable uncertainty set
This page was built for publication: On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
