LMIs in Control/pages/LMI for convex minimization problem
Let and are matrix functions of appropriate dimensions.
Moreove, the matrix functions and are linear in vector where is an vector.
A convex function is given and is the vector of decision variables.
The Optimization ProblemEdit
The optimization problem is to minimize the convex function such that a contraint between two convex functions are satisfied for the decision variables.
The LMI: LMI for convex minimization problemEdit
A link to Matlab codes for this problem in the Github repository:
A list of references documenting and validating the LMI.
-  - LMI in Control Systems Analysis, Design and Applications