Automatica, Vol.42, No.11, 1875-1882, 2006
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. (c) 2006 Elsevier Ltd. All rights reserved.
Keywords:linear matrix inequalities;rank constraints;computational methods;output feedback;stabilization;robust control;polynomial constraints