A Newton-like method for solving rank constrained linear matrix inequalities

Orsi, Robert; Helmke, Uwe; Moore, John B.

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A Newton-like method for solving rank constrained linear matrix inequalities

Date

2006

Authors

Orsi, Robert

Helmke, Uwe

Moore, John B.

Abstract

This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.