Stochastic algorithms for exact and approximate feasibility of robust LMIs

IEEE Transactions on Automatic Control

Volumn 46, Issue 11, 2001, Pages 1755-1759

  Calafiore, Giuseppe ^a   Polyak, Boris T ^b  

^a POLITECNICO DI TORINO   (Italy)

^b TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

Linear matrix inequalities (LMIs); Quadratic stability; Robust semidefinite programming; Stochastic algorithms; Uncertainty randomization

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS); SET THEORY; STOCHASTIC PROGRAMMING; SYSTEM STABILITY; UNCERTAIN SYSTEMS;

LINEAR MATRIX INEQUALITY; OPTIMIZATION VARIABLE; QUADRATIC STABILITY; RANDOMIZED ALGORITHMS; ROBUST SEMIDEFINITE PROGRAMMING; STOCHASTIC ALGORITHMS; UNCERTAIN LINEAR INEQUALITY; UNCERTAIN RANDOMIZATION;

CONTROL SYSTEM ANALYSIS;

EID: 0035508269     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.964685     Document Type: Article

References (18)

1. The relaxation method for linear inequalities
2. Worst case properties of the uniform distribution and randomized algorithms for robustness analysis
3. On avoiding vertexization of robustness problems: The approximate feasibility concept
4. Robust semidefinite programming
5. The method of recursive aim inequalities in adaptive control theory
6. Randomized algorithms for probabilistic robustness with real and complex structured uncertainty
7. Fast algorithms for exact and approximate feasibility of robust LMIs
8. Robust solutions to uncertain semidefinite programs
9. Angenäherte Aufslösung von Systemen Linearer Gleichungen
10. The relaxation method for linear inequalities
11. Gradient methods for solving equations and inequalities
12. Minimization of nonsmooth functionals
13. Probabilistic robust design with linear quadratic regulators
14. Semidefinite programming