Modeling and solving uncertain optimization problems in YALMIP

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 17, Issue 1 PART 1, 2008, Pages

  Löfberg, Johan ^a  

^a NONE

Author keywords

Convex optimization; Robust linear matrix inequalities; Uncertainty descriptions

Indexed keywords

HIGH-LEVEL MODELS; MODELING LANGUAGES; OPTIMIZATION PROBLEMS; ROBUST LINEAR MATRIX INEQUALITIES; ROBUST OPTIMIZATION; SOFTWARE SUPPORT; STANDARD PROCEDURES; UNCERTAINTY DESCRIPTIONS;

HIGH LEVEL LANGUAGES; LINEAR CONTROL SYSTEMS; LINEAR MATRIX INEQUALITIES; OPTIMIZATION; SWITCHING SYSTEMS;

CONVEX OPTIMIZATION;

EID: 79961019221     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20080706-5-KR-1001.1729     Document Type: Conference Paper

References (11)

1. A. Ben-Tal and A. Nemerovskii. Robust optimization - methodology and applications. Mathematical Programming (Series B), 92:453-480, 2002.
2. A. Ben-Tal and A. Nemirovski. Robust convex optimization. Mathematics of Operations Research, 23(4):769-805, November 1998.
3. S. Boyd and L. Vandenberghe. Convex Optimization. Cambridge University Press, 2004.
4. S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan. Linear Matrix Inequalities in System and Control Theory. SIAM Studies in Applied Mathematics. SIAM, Philadelphia, Pennsylvania, 1994.
5. G. Calafiore and M.C. Campi. Uncertain convex programs: randomized solutions and confidence levels. Mathematical Programming (Series B), 102(1):25-46, January 2005.
6. M. C. Grant, S. Boyd, and Y. Ye. CVX Users manual. Stanford University, 2007. Available from http://www.stanford.edu/~boyd/cvx.
7. G. H. Hardy, J. E. Littlewood, and G. Polya. Inequalities. Cambridge University Press, second edition, 1952.
8. J. Löfberg. Pre- and post-processing sum-of-squares programs in practice. 2008. Submitted for publication in IEEE Transactions on Automatic Control.
9. J. Löfberg. YALMIP : A toolbox for modeling and optimization in MATLAB. In Proceedings of the CACSD Conference, Taipei, Taiwan, 2004. Available from http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php.
10. P. A. Parrilo. Semidefinite programming relaxations for semialgebraic problems. Mathematical Programming Ser. B, 96(2):293-320, 2003.
11. C.W. Scherer. Relaxations for robust linear matrix inequality problems with verifications for exactness. SIAM Journal on Matrix Analysis and Applications, 27(2): 365-395, 2005.