Linear matrix inequalities in system and control theory
- Philadelphia Society for Industrial and Applied Mathematics 1994
- ix, 193p.,
- SIAM Studies in Applied and Numerical Mathematics - 15 .
In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.
9780898714852 (pbk.)
Mathematical optimization Matrix inequalities Control theory