A Global Approach to the BMI Problem Using the Primal-Relaxed Dual Method
Yuji Wakasa, Masahiro Sasaki, Tetsuzo Tanino, Tohru Katayama · Transactions of the Society of Instrument and Control Engineers · 1999
Many control analysis/synthesis problems have been shown to be reducible to bilinear matrix inequality (BMI) problems. In this paper, we present a global optimization algorithm for the BMI problem based on the primalrelaxed dual method. We also modify the algorithm from the viewpoint of computational efficiency. A numerical example is given to illustrate the geometrical interpretation and effectiveness of the proposed method.