화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.48, No.1, 30-41, 2003
Semidefinite programming duality and linear time-invariant systems
Several important problems in control theory can be reformulated as semidefinite programming problems, i.e., minimization of a linear objective subject to linear matrix inequality (LMI) constraints. From convex optimization duality theory, conditions for infeasibility of the LMIs, as well as dual optimization problems, can be formulated. These can in turn be reinterpreted in control or system theoretic terms, often yielding new results or new proofs for existing results from control theory. We explore such connections for a few problems associated with linear time-invariant systems.