Partially Augmented Lagrangian Method for Matrix Inequality Constraints

DOI10.1137/S1052623402413963zbMATH Open1106.93023MaRDI QIDQ4652000FDOQ4652000

Dominikus Noll, Mounir Torki, P. Apkarian

Publication date: 23 February 2005

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

Recommendations

• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• scientific article; zbMATH DE number 7635261
• An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
• A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
• Fixed-orderH? control design via a partially augmented Lagrangian method

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)

Cited In (26)

• Discussion on: ``Design of low order robust controllers for a VSC HVDC power plant terminal
• A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations
• 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
• 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
• A Decomposition Algorithm for the Sums of the Largest Eigenvalues
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
• 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 New Nonlinear Lagrangian Method for Nonconvex Semidefinite Programming
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Multichannel synthesis problems for anisotropic control
• Fixed-orderH? control design via a partially augmented Lagrangian method
• The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
• 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
• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods

This page was built for publication: Partially Augmented Lagrangian Method for Matrix Inequality Constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4652000)