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A Newton-like method for solving rank constrained linear matrix inequalities |
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| Authors: | Robert Orsi [Author Vitae] Uwe Helmke [Author Vitae] |
| Affiliation: | a Research School of Information Sciences and Engineering, Australian National University, Canberra ACT 0200, Australia b Department of Mathematics, University of Würzburg, AM Hubland 97074 Würzburg, Germany c National ICT Australia Limited, Locked Bag 8001, Canberra ACT 2601, Australia |
| Abstract: | This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm. |
| Keywords: | Linear matrix inequalities Rank constraints Computational methods Output feedback Stabilization Robust control Polynomial constraints |
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