一种考虑松弛lmi活动的分支定界法求解bmi

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) Pub Date : 1999-12-07 DOI:10.1109/CDC.1999.832926

Hisaya Fujioka

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引用次数: 0

摘要

研究了一类与双线性矩阵不等式相关的优化问题。给出了一种基于线性矩阵不等式(LMI)松弛的分支定界型全局算法，并给出了其最坏情况性能的上界。考虑到松弛问题的活动性，提出了一种改进算法。

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A branch-and-bound algorithm for solving BMIs taking account of activities of relaxed LMIs

An optimization problem related to bilinear matrix inequalities (BMIs) is considered. A branch-and-bound type global algorithm is obtained based on a linear matrix inequality (LMI)-relaxation and an upper bound of its worst case performance is derived. Taking account of activities of the relaxed problem, an improved algorithm is also proposed.

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Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

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