Title
Partially Augmented Lagrangian Method for Matrix Inequality Constraints
Abstract
We discuss a partially augmented Lagrangian method for optimization programs with matrix inequality constraints. A global convergence result is obtained. Applications to hard problems in feedback control are presented to validate the method numerically.
Year
DOI
Venue
2004
10.1137/S1052623402413963
SIAM Journal on Optimization
Keywords
Field
DocType
linear matrix inequalities,matrix inequality constraints,feedback control,hard problem,partially augmented lagrangian method,bilinear matrix inequalities,matrix inequality constraint,optimization program,global convergence result,lagrangian method,semidefinite programming,augmented lagrangian,augmented lagrangian method,linear matrix inequality
Convergence (routing),Convergent matrix,Discrete mathematics,Mathematical optimization,Matrix (mathematics),Matrix function,Matrix decomposition,Augmented Lagrangian method,Linear matrix inequality,Semidefinite programming,Mathematics
Journal
Volume
Issue
ISSN
15
1
1052-6234
Citations 
PageRank 
References 
23
1.87
13
Authors
3
Name
Order
Citations
PageRank
Dominikus Noll132841.74
Mounir Torki2383.35
Pierre Apkarian3635108.90