主緩和双対法を用いた双線形行列固有値最適化

探索領域限定と部分問題低減による効率の改善

抄録

In this paper, Primal Relaxed Dual (PRD) method for Bilinear Matrix Inequalities (BMI) is studied. Firstly, the properties of BMI PRD method between search region and computational efficiency is analitically studied. Based on these properties, new BMI PRD method using search region bounding operation with Lagrangian function and lower bound is proposed. Secondly, in order to reduce the number of subproblems, subproblems reduction method is introduced. The effectiveness of the proposed methods is evaluated by the numerical experiments.