A recursive algorithm of exactness verification of relaxations for robust SDPs

DOI10.1016/J.SYSCONLE.2009.04.002MaRDI QIDQ2390543zbMATH OpenOpenAlexFDO

Authors Izumi Masubuchi, Carsten W. Scherer

Publication date 23 July 2009

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

Full work available at URL https://doi.org/10.1016/j.sysconle.2009.04.002

zbMATH Keywords

linear matrix inequalitiesupper-bound relaxations

Mathematics Subject Classification ID

Semidefinite programming (90C22) Linear inequalities of matrices (15A39)

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Cites work

• scientific article; zbMATH DE number 1984325 (Why is no real title available?)
• Convergent Relaxations of Polynomial Matrix Inequalities and Static Output Feedback
• Detecting Global Optimality and Extracting Solutions in GloptiPoly
• Global optimization with polynomials and the problem of moments
• LMI relaxations in robust control
• Matrix sum-of-squares relaxations for robust semi-definite programs
• Numerical Polynomial Algebra
• On the Kalman-Yakubovich-Popov lemma
• Positive polynomials in scalar and matrix variables, the spectral theorem, and optimization
• Relaxations for Robust Linear Matrix Inequality Problems with Verifications for Exactness
• Robust Performance Analysis of Uncertain LTI Systems: Dual LMI Approach and Verifications for Exactness
• Sums of squares, moment matrices and optimization over polynomials
• Verifying exactness of relaxations for robust semi-definite programs by solving polynomial systems
• Well-posedness of feedback systems: insights into exact robustness analysis and approximate computations

Cited in

(5)

• A constrained tracking control algorithm for linear systems based on a spline‐type parameter‐dependent Lyapunov function
• Time-invariant uncertain systems: a necessary and sufficient condition for stability and instability via homogeneous parameter-dependent quadratic Lyapunov functions
• \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) filter design for polytopic continuous-time Markov jump linear systems with uncertain transition rates
• Verifying exactness of relaxations for robust semi-definite programs by solving polynomial systems
• In SDP Relaxations, Inaccurate Solvers Do Robust Optimization

Describes a project that uses

Uses Software

• GloptiPoly

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