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LMIs in Control/pages/LMI for convex minimization problem
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The System
Let and are matrix functions of appropriate dimensions.
Moreove, the matrix functions and are linear in vector where is an vector.
The Data
A convex function is given and is the vector of decision variables.
The Optimization Problem
The optimization problem is to minimize the convex function such that a contraint between two convex functions are satisfied for the decision variables.
The LMI: LMI for convex minimization problem
Conclusion:
Implementation
A link to Matlab codes for this problem in the Github repository:
Related LMIs
External Links
A list of references documenting and validating the LMI.
- LMI in Control Systems Analysis, Design and Applications
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