Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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An improved ellipsoid algorithm for LMI feasibility problems

LMI 가능성 문제를 위한 타원 알고리즘의 개선

  • Bahng, Dane (School of Electrical Engineering & Computer Science, Seoul National University) ;
  • Choi, Jin-Young (School of Electrical Engineering & Computer Science, Seoul National University)
  • 방대인 (서울대학교 전기.컴퓨터공학부) ;
  • 최진영 (서울대학교 전기.컴퓨터공학부)
  • Published : 2002.11.30
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Abstract

The ellipsoid algorithm solves some feasibility(or optimization) problems with LMI(Linear Matrix Inequality) constraint in polynomial time. Recently, it has been replaced by interior point algorithm due to its slow convergence and incapability of verifying feasibility. This paper proposes a method to improve its convergence by using the deep-cut method of linear programming. Simulation results show that the improved algorithm is more effective than the original one.

Keywords