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Linear Matrix Inequalities in System and Control Theory
Stephen BoydLaurent El GhaouiEric FeronVenkataramanan Balakrishnan
出版SIAM, 1994-01-01
主題Mathematics / GeneralMathematics / Numerical Analysis
ISBN08987148509780898714852
URLhttp://books.google.com.hk/books?id=pZpeWzbY-P8C&hl=&source=gbs_api
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註釋In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.