On the application of alternating projection under the constraint of linear matrix inequalities
W. R. Wang · IMA Journal of Mathematical Control and Information · 1999
In this paper, alternating projection under the constraint of linear matrix inequalities (LMIs) is investigated to solve the following two problems: finding the intersection of several convex LMI sets and designing an output-feedback stabilizing controller. Each problem is formulated as a quadratic optimization problem under LMI constraints. A numerical algorithm based on the concept of alternating projection is proposed. The algorithm is demonstrated using a vertical-strip pole-assignment example.