On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design

A sequential quadratic programming method with line search is analyzed and studied for finding the local solution of a nonlinear semidefinite programming problem resulting from the discrete-time output feedback problem. The method requires an initial feasible point with respect to two positive defin...

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Bibliographic Details
Main Author: El-Sayed M. E. Mostafa
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/683797
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Summary:A sequential quadratic programming method with line search is analyzed and studied for finding the local solution of a nonlinear semidefinite programming problem resulting from the discrete-time output feedback problem. The method requires an initial feasible point with respect to two positive definite constraints. By parameterizing the optimization problem we ease that requirement. The method is tested numerically on several test problems chosen from the benchmark collection (Leibfritz, 2004).
ISSN:1110-757X
1687-0042