計測自動制御学会論文集
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
BMI解法のための分枝限定法に関する考察
下界値計算方法の改良による高速化
岡野 竜太郎木田 隆長塩 知之
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2004 年 40 巻 1 号 p. 45-53

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This paper studies the reduction of computation time of the global optimization for bilinear matrix inequality. For the purpose, we investigate the branch and bound algorithm and improve its lower bound calculation algorithm. With this improvement, the elapsed time for one iteration becomes shorter and the iteration number is decreased. Other amendments are added to the branch and bound algorithm with this improvement. We show that this improvement is effective through some computer experiments. In the computer experiment, the static output feedback gain synthesis that is known to be a BMI problem is considered.
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