Linear Matrix Inequalities in System and Control Theory
Stephen Boyd,Laurent El Ghaoul,Eric Feron,Venkataramanan Balakrishnan
Linear Matrix Inequalities in System and Control Theory
Stephen Boyd,Laurent El Ghaoul,Eric Feron,Venkataramanan Balakrishnan
In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimisation problems that involve linear matrix inequalities. These optimisation problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimisation is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.
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