A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint |
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| Authors: | Nagamune R. |
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| Affiliation: | Div. of Optimization & Syst. Theor., R. Inst. of Technol., Stockholm, Sweden; |
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| Abstract: | This note modifies a previous algorithm for solving a certain convex optimization problem, introduced by Byrnes, Georgiou, and Lindquist, to determine any Nevanlinna-Pick interpolant satisfying degree constraint. The modified algorithm is based on a continuation method with predictor-corrector steps and it turns out to be quite efficient and numerically robust. |
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