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

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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Main Author: El-Sayed M. E. Mostafa
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/683797
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spelling doaj-880e60e1b81b469e8fb314e6bed0a1a12020-11-24T23:52:08ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/683797683797On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control DesignEl-Sayed M. E. Mostafa0Department of Mathematics, Faculty of Science, Alexandria University, Moharam Bey, Alexandria 21511, EgyptA 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).http://dx.doi.org/10.1155/2014/683797
collection DOAJ
language English
format Article
sources DOAJ
author El-Sayed M. E. Mostafa
spellingShingle El-Sayed M. E. Mostafa
On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
Journal of Applied Mathematics
author_facet El-Sayed M. E. Mostafa
author_sort El-Sayed M. E. Mostafa
title On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
title_short On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
title_full On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
title_fullStr On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
title_full_unstemmed On the Solution of a Nonlinear Semidefinite Program Arising in Discrete-Time Feedback Control Design
title_sort on the solution of a nonlinear semidefinite program arising in discrete-time feedback control design
publisher Hindawi Limited
series Journal of Applied Mathematics
issn 1110-757X
1687-0042
publishDate 2014-01-01
description 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).
url http://dx.doi.org/10.1155/2014/683797
work_keys_str_mv AT elsayedmemostafa onthesolutionofanonlinearsemidefiniteprogramarisingindiscretetimefeedbackcontroldesign
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