A characterization of optimal scaling for structured singular value computation

DOI10.1016/0167-6911(90)90003-DMaRDI QIDQ919745zbMATH OpenFDO

Authors Nasser M. Khraishi, Abbas Emami-Naeini

Publication date 1990

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(90)90003-D

zbMATH Keywords

comvex non-differentiable optimizationsteepest-descent-like minimization algorithmstructured singular valuesubgradient

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Convex programming (90C25)

Review text

An upper bound on the structured singular value of a complex matrix can be found by solving a convex non-differentiable optimization problem. A characterization of the subgradient of the non-differentiable function is presented, with the recommendation that it is used in a steepest-descent- like minimization algorithm.

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Cites work

• A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
• Characterization and efficient computation of the structured singular value
• Convex Analysis
• scientific article; zbMATH DE number 3894826 (Why is no real title available?)
• On Pre-Conditioning of Matrices
• Principal direction alignment: a geometric framework for the complete solution to the μ-problem
• The largest singular value of e/sup X/A/sub 0/e/sup -X/ is convex on convex sets of commuting matrices

Cited in

(10)

• An explicit formula and an optimal weight for the 2-block structured singular value interaction measure
• Local minimizers of the Crouzeix ratio: a nonsmooth optimization case study
• Complex structured singular value analysis using fixed-structure dynamicD-scales
• On the norms used in computing the structured singular value
• Characterization and efficient computation of the structured singular value
• Computing the Structured Singular Value
• Calculation of the structured singular value with a reduced number of optimization variables
• Calculation of the structured singular value with gradient-based optimization algorithms on a Lie group of structured unitary matrices
• Optimal scaling for p-norms and componentwise distance to singularity
• A nonlinear programming technique to compute the real structured singular value

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