LMIs in Control/pages/LMI for convex minimization problem

LMIs in Control/pages/LMI for convex minimization problem

The SystemEdit

Let   and   are matrix functions of appropriate dimensions.

Moreove, the matrix functions   and   are linear in vector   where   is an   vector.

The DataEdit

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

 

Conclusion:Edit

ImplementationEdit

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

Related LMIsEdit

External LinksEdit

A list of references documenting and validating the LMI.

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

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