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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2018/2019

Bilinear Matrix Inequalities

The course is not on the list Without time-table
Code Completion Credits Range
XP35BMI ZK 4 3+1s
Lecturer:
Tutor:
Supervisor:
Department of Control Engineering
Synopsis:

The focus is on optimization over linear and bilinear matrix inequalities

(LMIs, BMIs), an extension of linear and nonlinear programming to the cone

of positive semidefinite matrices. Since the 1990s, LMI and BMI methods have

found numerous applications mostly in combinatorial optimization, systems

control and signal processing. The course will cover the following topics:

historical developments of LMIs and BMIs; convex sets that can be

represented with LMIs; LMI relaxations of non-convex polynomial optimization

problems, including BMIs; interior-point and augmented Lagrangian algorithms

for LMI and BMI problems; application of LMI and BMI techniques to several

control problems, such as robustness analysis of linear and nonlinear

systems, design of fixed-order robust controllers with Hinf specifications,

static output feedback, simultaneous stabilization.

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:

Aharon Ben-Tal, Arkadi Nemirovski: Lectures on Modern Convex Optimization.

SIAM, Philadelphia, 2001.

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-03-19
For updated information see http://bilakniha.cvut.cz/en/predmet12038704.html