A Randomized Algorithm for Solving Parameter-Dependent Linear Matrix Inequalities —Computational Experience—

Yasuaki Oishi

doi:10.11499/sicep.2002.0.564.0

SICE Annual Conference 2002

DOI https://doi.org/10.11499/sicep.2002.0.564.0

Conference information

Host: The Society of Instrument and Control Engineers

Co-host: IEEE/Industiral Electronic Society, IEEE/Robotics and Automation Society, IEEE/Control System Society

A Randomized Algorithm for Solving Parameter-Dependent Linear Matrix Inequalities

—Computational Experience—

Yasuaki Oishi

Author information

Keywords: randomized algorithms, parameter-dependent linear matrix inequalities, stopping rules, running time, linear parameter-varying systems

CONFERENCE PROCEEDINGS FREE ACCESS

Pages 564

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Abstract

A randomized algorithm for solving parameter-dependent linear matrix inequalities is investigated on an example. Namely, the choice of a stopping rule and a tunable parameter is discussed. Although the algorithm does not have a stopping rule in its original form proposed by Polyak and his coworkers, a practical stopping rule can be implemented. The choice of a tunable parameter is important because it affects the running time of the algorithm.

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