Majorization: a computational complexity reduction technique in control system design
Elijah Polak, D.M. Stimler · IEEE Transactions on Automatic Control · 1988
A methodology is presented for transcribing worst-case control-system design specifications into semi-infinite inequalities of low computational complexity, which are tractable by semi-infinite programming algorithms. These algorithms can be used to find a design which satisfies specifications or to find a design which satisfies specifications and minimizes a cost. A computational example is given.>