Journal of Applied Mathematics

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

El-Sayed M. E. Mostafa

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Abstract

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).

Article information

Source
J. Appl. Math., Volume 2014 (2014), Article ID 683797, 14 pages.

Dates
First available in Project Euclid: 26 March 2014

Permanent link to this document
https://projecteuclid.org/euclid.jam/1395855266

Digital Object Identifier
doi:10.1155/2014/683797

Mathematical Reviews number (MathSciNet)
MR3166779

Zentralblatt MATH identifier
07010713

Citation

Mostafa, El-Sayed M. E. On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design. J. Appl. Math. 2014 (2014), Article ID 683797, 14 pages. doi:10.1155/2014/683797. https://projecteuclid.org/euclid.jam/1395855266


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