Robust Control via Sequential Semidefinite Programming

DOI10.1137/S0363012900373483MaRDI QIDQ4537811zbMATH OpenOpenAlexFDO

Authors Bassem Fares, Dominikus Noll, P. Apkarian

Publication date 23 June 2002

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012900373483

zbMATH Keywords

nonlinear optimizationsemidefinite programmingnonconvex programminglinear matrix inequalityrobust controlnonlinear algebraic constraints

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) (H^infty)-control (93B36) Design techniques (robust design, computer-aided design, etc.) (93B51) Robust stability (93D09)

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(70)

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• An alternating direction method for solving convex nonlinear semidefinite programming problems
• A successive SDP-NSDP approach to a robust optimization problem in finance
• Semismooth Reformulation and Nonsmooth Newton’s Method for Solving Nonlinear Semidefinite Programming
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• A novel neural network model for solving a class of nonlinear semidefinite programming problems
• A quadratic matrix inequality based PID controller design for LPV systems
• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
• Covariate regularized community detection in sparse graphs
• Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
• A sequential LMI approach to design a BMI-based multi-objective nonlinear observer
• Optimality conditions in semidefinite programming
• A sequential quadratic penalty method for nonlinear semidefinite programming
• A Newton-like method for solving rank constrained linear matrix inequalities
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
• On self-regular IPMs (with comments and rejoinder)
• Optimality conditions and global convergence for nonlinear semidefinite programming
• A new nonlinear Lagrangian method for nonconvex semidefinite programming
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• A perturbation method for optimizing matrix stability
• Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
• Less conservative robust control of parametric systems: Lagrange approach and metaheuristic design
• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
• Robust control via concave minimization local and global algorithms
• A line search exact penalty method for nonlinear semidefinite programming
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• Low nonconvexity-rank bilinear matrix inequalities: Algorithms and applications in robust controller and structure designs
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• On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
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• A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
• An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
• A self-concordance property for nonconvex semidefinite programming
• On saddle points in semidefinite optimization via separation scheme
• Elementary optimality conditions for nonlinear SDPs
• A primal-dual interior point trust-region method for nonlinear semidefinite programming
• A homotopy method based on penalty function for nonlinear semidefinite programming
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
• A homotopy method for nonlinear semidefinite programming
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Generalized separation theorems and the Farkas' lemma
• Nonconvex spectral optimization algorithms for reduced-order \(\mathcal{H}_\infty\) LPV-LFT controllers
• A primal-dual interior point method for nonlinear semidefinite programming
• An SQP-type method with superlinear convergence for nonlinear semidefinite programming
• Successive linearization methods for nonlinear semidefinite programs
• Optimization under Uncertainty via CometBoards
• The challenge of equality constraints in robust design optimization: examination and new approach
• Computational complexity reduction in scaled \({\mathcal H}_ \infty\) synthesis
• Memory-efficient structured convex optimization via extreme point sampling
• Sequential parametric convex approximation algorithm for bilinear matrix inequality problem
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs
• 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

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Uses Software

• LMI toolbox

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