Title: Combining convex-concave decompositions and linearization approaches for solving BMIs, with application to static output feedback
Authors: Tran Dinh, Quoc ×
Gumussoy, Suat
Michiels, Wim
Diehl, Moritz #
Issue Date: 2011
Publisher: Institute of Electrical and Electronics Engineers
Series Title: IEEE Transactions on Automatic Control vol:57 issue:6 pages:1377-1390
Abstract: A novel optimization method is proposed to minimize a convex
function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex mappings. At each iteration of the algorithm the concave part is linearized, leading to a convex subproblem. Applications to various output feedback controller synthesis problems are presented. In these applications the subproblem in each iteration step can be turned into a convex optimization problem with linear matrix inequality (LMI) constraints. The performance of the algorithm has been benchmarked on the data from COMPleib library.
ISSN: 0018-9286
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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