LMITOOL: a Package for LMI Optimization in Scilab User's Guide

作者: Ramine Nikoukhah , François Delebecque , Laurent El Ghaoui

DOI:

关键词: Semidefinite programmingTheoretical computer scienceInterface (Java)Linear matrixFunction (mathematics)AlgebraComputer science

摘要: This report describes a user-friendly Scilab package, and in particular its two main functions {\tt lmisolver} lmitool} for solving Linear Matrix Inequalities problems. package uses function semidef}, an interface to the program Semidefinite Programming {\bf SP} (Copyright \copyright 1994 by Lieven Vandenberghe Stephen Boyd) distributed with Scilab.

参考文章(3)
P.P. Khargonekar, M.A. Rotea, Mixed H/sub 2//H/sub infinity / control: a convex optimization approach IEEE Transactions on Automatic Control. ,vol. 36, pp. 824- 837 ,(1991) , 10.1109/9.85062
R. Nikoukhah, A.S. Willsky, B.C. Levy, Kalman filtering and Riccati equations for descriptor systems IEEE Transactions on Automatic Control. ,vol. 37, pp. 1325- 1342 ,(1992) , 10.1109/9.159570
Lieven Vandenberghe, Stephen Boyd, Semidefinite Programming SIAM Review. ,vol. 38, pp. 49- 95 ,(1996) , 10.1137/1038003