Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem

DOI10.1007/S11155-005-5939-3MaRDI QIDQ2484023zbMATH OpenOpenAlexFDO

Authors Didier Henrion, L. Jaulin

Publication date 2 August 2005

Published in Reliable Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11155-005-5939-3

zbMATH Keywords

latticelinear matrix inequalitynumerical exampleinterval arithmeticinterval matrixinterval hullpositive semi-definite matrixworst-case complexityprimal-dual interior-point algorithminterval symmetric matrixlinear matrix inequality setSeDuMi solver

Mathematics Subject Classification ID

Interior-point methods (90C51) Interval and finite arithmetic (65G30)

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• Semidefinite optimization
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Cites work

• scientific article; zbMATH DE number 1595639 (Why is no real title available?)
• scientific article; zbMATH DE number 54095 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1748069 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• A rigorous lower bound for the optimal value of convex optimization problems
• Algorithmic power from declarative use of redundant constraints
• An algorithm for checking stability of symmetric interval matrices
• Interval Methods for Systems of Equations
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Semidefinite Programming
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(5)

• Interval Linear Algebra and Computational Complexity
• A probabilistic solution of robustH_∞control problem with scaled matrices
• An algorithm for computing a neighborhood included in the attraction domain of an asymptotically stable point
• Positive semidefinite interval of matrix pencil and its applications to the generalized trust region subproblems
• Fuzzy Matrix Contractor Based Approach for Localization of Robots

Describes a project that uses

Uses Software

• Numerica
• Control System Toolbox
• LMI toolbox
• YALMIP
• SeDuMi
• Matlab
• GLOPT

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