Photo from wikipedia
Abstract We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method… Click to show full abstract
Abstract We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online decomposition of the workload. Expensive computations are performed beforehand, in the offline stage, so that the problem can be solved very cheaply in the online stage. We also extend the method to approximate solutions to semidefinite programming problems.
Keywords:
successive constraint;
matrix inequalities;
linear matrix;
constraint approach
Journal Title: Comptes Rendus Mathematique
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Comptes Rendus Mathematique
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!