The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems

DOI10.1007/1-84628-095-8_8MaRDI QIDQ5201301zbMATH OpenOpenAlexFDO

Authors Michel Verhaegen, Stoyan Kanev

Publication date 18 April 2006

Published in Probabilistic and Randomized Methods for Design under Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/1-84628-095-8_8

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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(11)

• LMI approximations for the radius of the intersection of ellipsoids: Survey.
• A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints
• Stochastic algorithms for exact and approximate feasibility of robust LMIs
• A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
• Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts
• An ellipsoid algorithm for probabilistic robust controller design
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• scientific article; zbMATH DE number 5952223 (Why is no real title available?)
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• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.

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