LMI-Constrained Concave Programs in Robust Control
نویسندگان
چکیده
We show in the present paper that many open and challenging problems in control theory belong to the class of concave minimization programs. More precisely, these problems can be recast as the minimization of a concave objective function over convex LMI (Linear Matrix Inequality) constraints. In this setting, these problems can then be eeciently handled using local and/or global optimization techniques.
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