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



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.



  are parameters to be optimized


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


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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