Partially Augmented Lagrangian Method for Matrix Inequality Constraints

DOI10.1137/S1052623402413963MaRDI QIDQ4652000zbMATH OpenFDO

Authors Dominikus Noll, Mounir Torki, P. Apkarian

Publication date 23 February 2005

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623402413963

zbMATH Keywords

semidefinite programmingaugmented Lagrangianlinear matrix inequalitiesbilinear matrix inequalities

Mathematics Subject Classification ID

Semidefinite programming (90C22) Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal feedback synthesis (49N35)

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Cited in

(26)

• Discussion on: ``Design of low order robust controllers for a VSC HVDC power plant terminal
• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
• A lagrangean relaxation algorithm for the constrained matrix problem
• Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
• The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
• A new nonlinear Lagrangian method for nonconvex semidefinite programming
• The space decomposition theory for a class of eigenvalue optimizations
• A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems
• A perturbation method for optimizing matrix stability
• A fast space-decomposition scheme for nonconvex eigenvalue optimization
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
• \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
• A primal-dual interior point trust-region method for nonlinear semidefinite programming
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
• Multichannel synthesis problems for anisotropic control
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• Fixed-orderH? control design via a partially augmented Lagrangian method
• A space decomposition scheme for maximum eigenvalue functions and its applications
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
• A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis
• A decomposition algorithm for the sums of the largest eigenvalues
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods

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