LMIs in Control/pages/LMI for convex minimization problem

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LMIs in Control/pages/LMI for convex minimization problem

The System[edit | edit source]

Let and are matrix functions of appropriate dimensions.

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

The Data[edit | edit source]

A convex function is given and is the vector of decision variables.

The Optimization Problem[edit | edit source]

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 problem[edit | edit source]

Conclusion:[edit | edit source]

Implementation[edit | edit source]

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

Related LMIs[edit | edit source]

External Links[edit | edit source]

A list of references documenting and validating the LMI.

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

Return to Main Page:[edit | edit source]