Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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Cites work
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- scientific article; zbMATH DE number 1049746 (Why is no real title available?)
- scientific article; zbMATH DE number 1372697 (Why is no real title available?)
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- CSDP, A C library for semidefinite programming
- Computable error bounds for semidefinite programming
- Finding an interior point in the optimal face of linear programs
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- On parametric semidefinite programming
- On the Implementation of a Primal-Dual Interior Point Method
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
Cited in
(only showing first 100 items - show all)- A new method of updating mass and stiffness matrices simultaneously with no spillover
- Robust portfolio asset allocation and risk measures
- Approximate gcds of polynomials and sparse SOS relaxations
- Kronecker Product Approximation of Operators in Spectral Norm via Alternating SDP
- Analysis of consensus in hardware interconnected networks: an application to inverter-based AC microgrids
- MPC for LPV systems with bounded parameter variations
- A class of semidefinite programs with rank-one solutions
- Synthesizing switching controllers for hybrid systems by generating invariants
- Nonlinear H_ output feedback control with integrator for polynomial discrete-time systems
- Generating exact nonlinear ranking functions by symbolic-numeric hybrid method
- Distributed robust control of linear multi-agent systems with parameter uncertainties
- An active-set method for second-order conic-constrained quadratic programming
- Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem
- Linear matrix inequalities in control systems with uncertainty
- Robust adaptive L₂-gain control of polytopic MIMO LTI systems -- LMI results
- A nonlinear tracking model predictive control scheme for dynamic target signals
- Approximation algorithms for indefinite complex quadratic maximization problems
- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
- Robust adaptive beamforming for MIMO radar
- Attitude synchronization of multiple spacecraft with cone avoidance constraints
- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation
- H∞structured model reduction algorithms for linear discrete systems via LMI-based optimisation
- An optimal-storage approach to semidefinite programming using approximate complementarity
- Dwell-time based stability analysis and \(\mathcal{L}_2\) control of LPV systems with piecewise constant parameters and delay
- A semidefinite method for tensor complementarity problems
- Control of nonstationary LPV systems
- Existence of the least element solution of the vertical block Z-tensor complementarity problem
- Convergent upper bounds of peak response of LTI and polytopic LTV systems through LMIs
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach
- Nonstationary LPV control for trajectory tracking: a double pendulum example
- An iterative rank penalty method for nonconvex quadratically constrained quadratic programs
- A convex optimisation framework for the unequal-areas facility layout problem
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- A selective strategy for shakedown analysis of engineering structures
- Generalized \(H_{\infty}\) model reduction for stable two-dimensional discrete systems
- Sums of squares based approximation algorithms for MAX-SAT
- Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
- Identifying small mean-reverting portfolios
- Optimization toolbox using Matlab software package
- Stability analysis and control of a class of LPV systems with piecewise constant parameters
- Analysis and control of the vehicle roll dynamics using sum of squares polynomial approach
- Stealthy attacks and attack-resilient interval observers
- Distributionally robust optimization with polynomial robust constraints
- The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
- A method for reducing implementation complexity in linear parameter-varying controllers
- Robust portfolio selection based on a multi-stage scenario tree
- Algorithms for finding diameter-constrained graphs with maximum algebraic connectivity
- A static discrete element method with discontinuous deformation analysis
- Second-order cone programming formulation of discontinuous deformation analysis
- The tracial moment problem and trace-optimization of polynomials
- Approximate minimum enclosing balls in high dimensions using core-sets
- Discretisation and control of polytopic systems with uncertain sampling rates and network-induced delays
- Design of low order robust controllers for a VSC HVDC power plant terminal
- Integrated vehicle dynamics control via coordination of active front steering and rear braking
- Dissipative performance control with output regulation for continuous-time descriptor systems
- On stabilisability of 2-D MIMO shift-invariant systems
- POS3POLY -- a MATLAB preprocessor for optimization with positive polynomials
- Robust formulations for clustering-based large-scale classification
- Quadratic model updating with gyroscopic structure from partial eigendata
- Models and algorithms for distributionally robust least squares problems
- Geometric approach to robust stability analysis of linear parameter-varying systems: computational trade-offs between the exact and the simplex convex hulls
- Dissipative stochastic differential systems with risk-sensitive storage function and control design problems
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- Controlling synchronization in a complex network of nonlinear oscillators via feedback linearisation and \(\mathcal{H}_\infty\)-control
- A predictor-corrector algorithm for linear optimization based on a modified Newton direction
- Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming
- SOSTOOLS and Its Control Applications
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
- Robust event-triggered energy-to-peak filtering for polytopic uncertain systems over lossy network with quantized measurements
- The saddle point problem of polynomials
- Co-design of aperiodic sampled-data min-jumping rules for linear impulsive, switched impulsive and sampled-data systems
- A route generation algorithm for an optimal fuel routing problem between two single ports
- Kernel based support vector machine via semidefinite programming: application to medical diagnosis
- Nonlinear reference tracking using robust MPC without computing all linearised models
- Advances in computational Lyapunov analysis using sum-of-squares programming
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- Robust stability and performance analysis of 2D mixed continuous-discrete-time systems with uncertainty
- A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
- A search for quantum coin-flipping protocols using optimization techniques
- Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs
- Robust portfolio selection under downside risk measures
- Approximating amoebas and coamoebas by sums of squares
- Semidefinite Relaxation Methods for Tensor Absolute Value Equations
- Minimizing the sum of many rational functions
- ISS-Lyapunov functions for time-varying hyperbolic systems of balance laws
- Robust multi-view \(L_2\) triangulation via optimal inlier selection and 3D structure refinement
- Minimal containment under homothetics: a simple cutting plane approach
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
- Standard representation and unified stability analysis for dynamic artificial neural network models
- An implementable proximal point algorithmic framework for nuclear norm minimization
- Computing multiple-output regression quantile regions
- Hammerstein system identification using nuclear norm minimization
- Robust \(H_\infty\) filtering for uncertain 2D singular Roesser models
- Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
- Encoding inductive invariants as barrier certificates: synthesis via difference-of-convex programming
- An \(\mathcal{O}\sqrt{n}L)\) predictor-corrector interior-point algorithm for semidefinite optimization based on a wide neighbourhood
- Lyapunov based estimation of the basin of attraction of Poincaré maps with applications to limit cycle walking
- Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
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