A successive constraint approach to solving parameter-dependent linear matrix inequalities

DOI10.1016/J.CRMA.2017.05.001MaRDI QIDQ2363537zbMATH OpenOpenAlexFDO

Authors Robert O'Connor

Publication date 19 July 2017

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.09021

zbMATH Keywords

large-scale linear matrix inequalitiessemidefinite programmingsuccessive constraint approach

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)

Abstract: We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online decomposition of the workload. Expensive computations are performed beforehand, in the offline stage, so that the problem can be solved very cheaply in the online stage. We also extend the method to approximate solutions to semidefinite programming problems.

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Cites work

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Cited in

(4)

• Constraint consensus methods for finding strictly feasible points of linear matrix inequalities
• Continuous and discrete zeroing neural dynamics handling future unknown-transpose matrix inequality as well as scalar inequality of linear class
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