By Topic

A simple numerical method for minimizing the maximum eigenvalues of symmetric matrices via nonlinear differential equation solvers

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Imae, J. ; Dept. of Mech. Eng., Iwate Univ., Morioka, Japan ; Furudate, T. ; Sugawara, S.

In this paper, we present a simple numerical method for solutions of linear/bilinear matrix inequalities (LMI/BMI) problems, more exactly a method for minimizing the maximum eigenvalues of real valued symmetric matrices. Nonlinear differential equation solvers are used in our approach. First, we convert the non-differentiable minimization problem for the maximum eigenvalues into one of differentiable optimization problems by means of interior point methods. Second, making use of differential equation solvers, we present a simple method for finding the solutions of the optimization problems. Finally, we demonstrate the effectiveness of the algorithm through some simulation experiences

Published in:

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on  (Volume:4 )

Date of Conference:

11-13 Dec 1996