NON LINEAR SPECTRAL SDP METHOD FOR BMI-CONSTRAINED PROBLEMS : APPLICATIONS TO CONTROL DESIGN

Jean-Baptiste Thevenet, Dominikus Noll, Pierre Apkarian

2004

Abstract

The purpose of this paper is to examine a nonlinear spectral semidefinite programming method to solve problems with bilinear matrix inequality (BMI) constraints. Such optimization programs arise frequently in automatic control and are difficult to solve due to the inherent non-convexity. The method we discuss here is of augmented Lagrangian type and uses a succession of unconstrained subproblems to approximate the BMI optimization program. These tangent programs are solved by a trust region strategy. The method is tested against several difficult examples in feedback control synthesis.

Paper Citation

in Harvard Style

Thevenet J., Noll D. and Apkarian P. (2004). NON LINEAR SPECTRAL SDP METHOD FOR BMI-CONSTRAINED PROBLEMS : APPLICATIONS TO CONTROL DESIGN . In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 972-8865-12-0, pages 237-248. DOI: 10.5220/0001128402370248

in Bibtex Style

@conference{icinco04,
author={Jean-Baptiste Thevenet and Dominikus Noll and Pierre Apkarian},
title={NON LINEAR SPECTRAL SDP METHOD FOR BMI-CONSTRAINED PROBLEMS : APPLICATIONS TO CONTROL DESIGN},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2004},
pages={237-248},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001128402370248},
isbn={972-8865-12-0},
}

in EndNote Style

TY - CONF
JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - NON LINEAR SPECTRAL SDP METHOD FOR BMI-CONSTRAINED PROBLEMS : APPLICATIONS TO CONTROL DESIGN
SN - 972-8865-12-0
AU - Thevenet J.
AU - Noll D.
AU - Apkarian P.
PY - 2004
SP - 237
EP - 248
DO - 10.5220/0001128402370248