LMIs in Control/pages/LMI for Eigenvalue Minimization

LMIs in Control/pages/LMI for Eigenvalue Minimization

The SystemEdit

 

Note that   are symmetric matrices.

The DataEdit

 

The Optimization ProblemEdit

Find

 

to minimize,

 

According to Lemma 1.1 in [1] page 10, the following statements are equivalent

 

The LMI: LMI for eigenvalue minimizationEdit

Title and mathematical description of the LMI formulation.

 

Conclusion:Edit

  are parameters to be optimized

ImplementationEdit

A link to Matlab codes for this problem in the Github repository:

https://github.com/asalimil/LMI-for-Minimizing-the-Maximum-Eigenvalue-of-Matrix/blob/master/README.md

Related LMIsEdit

LMI for Matrix Norm Minimization

LMI for Schur Stabilization

External LinksEdit

A list of references documenting and validating the LMI.

  • [1] - LMI in Control Systems Analysis, Design and Applications

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