A Randomized Algorithm for Robust BMI Optimization
Published in Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications • Jan 1, 2017
Authors:,
Takayuki Wada
Yasumasa Fujisaki
Abstract
Robust bilinear matrix inequality (BMI) optimization, which is to minimize an objective function subject to a parameter dependent BMI constraint, is considered. A recursive algorithm employing a branch-and-bound technique and randomization of a parameter is provided for solving the problem. When the...
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