A Newton-like method for solving rank constrained linear matrix inequalities

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. 2006 Elsevier Ltd. All rights reserved.

• Type: Journal
• Year: 2006
• Where: AUTOMATICA
• Authors: Robert Orsi, Uwe Helmke, John B. Moore
• Keywords: Algorithm, AUTOMATICA 2006, Linear Matrix Inequalities, Local Quadratic Convergence