A Newton-like method for solving rank constrained linear matrix inequalities
Robert Orsi, Uwe Helmke, John B. Moore · 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) · 2004
This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.