BMI Optimization by a Probabilistic Branch and Bound Method
S. Ito, Shinji Hara, Kohei Mori · Transactions of the Society of Instrument and Control Engineers · 2001
Solving bilinear matrix inequality (BMI) problems appearing in robust control by deterministic strategy is quite hard. We propose a branch and bound method for BMI optimization problems where a randomized algorithm is used in the bounding procedure. Computational experiments demonstrate the effectiveness of the proposed method.