LMIs in Control/pages/LMIforMinimizingMatrixNorm

LMIs in Control/pages/LMIforMinimizingMatrixNorm

The SystemEdit


Note that   are symmetric matrices.

The DataEdit


The Optimization ProblemEdit



to minimize,


According to Lemma 1.2 in [1] page 11, the following statements are equivalent


The LMI: LMI for matrix norm minimizationEdit

Mathematical description of the LMI formulation:



This problem is a slight generalization of the eigenvalue minimization problem for a matrix.

  are parameters to be optimized


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


Related LMIsEdit

LMI for Eigenvalue Minimization

External LinksEdit

A list of references documenting and validating the LMI.

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

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