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LMIs in Control/pages/LMI for Eigenvalue Minimization
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
The System
Note that are symmetric matrices.
The Data
The Optimization Problem
Find
to minimize,
According to Lemma 1.1 in [1] page 10, the following statements are equivalent
The LMI: LMI for eigenvalue minimization
Title and mathematical description of the LMI formulation.
Conclusion:
are parameters to be optimized
Implementation
A link to Matlab codes for this problem in the Github repository:
https://github.com/asalimil/LMI-for-Minimizing-the-Maximum-Eigenvalue-of-Matrix/blob/master/README.md
Related LMIs
LMI for Matrix Norm Minimization
LMI for Schur Stabilization
External Links
A list of references documenting and validating the LMI.
- LMI in Control Systems Analysis, Design and Applications
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