Solving matrix inequalities whose unknowns are matrices Conference Paper uri icon

abstract

  • This paper provides algorithms for numerical solution of convex matrix inequalities (MIs) in which the variables naturally appear as matrices. This includes, for instance, many systems and control problems. To use these algorithms, no knowledge of linear matrix inequalities (LMIs) is required. However, as tools, they preserve many advantages of the linear matrix inequality framework. Our method has two components: 1) a numerical (partly symbolic) algorithm that solves a large class of matrix optimization problems; 2) a symbolic "Convexity Checker" that automatically provides a region which, if convex, guarantees that the solution from (1) is a global optimum on that region.

name of conference

  • 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)

published proceedings

  • Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference

author list (cited authors)

  • Camino, J. F., Helton, J. W., & Skelton, R. E.

citation count

  • 2

complete list of authors

  • Camino, JF||Helton, JW||Skelton, RE

publication date

  • January 2004