The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems

DOI10.1007/1-84628-095-8_8zbMATH Open1274.65169OpenAlexW7739709MaRDI QIDQ5201301FDOQ5201301

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

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Mathematics Subject Classification ID

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

Cited In (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
• Title not available (Why is that?)
• Research on probabilistic methods for control system design
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• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.

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