Branch-and-Cut Algorithms for the Bilinear Matrix Inequality Eigenvalue Problem

Abstract

The optimization problem with the Bilinear Matrix Inequality (BMI) is one of the problems which have greatly interested researchers of the control and system theory in the last few years. This inequality permits to reduce in a elegant way various problems of robust control into its form. However, on the contrary of the Linear Matrix Inequality (LMI) which… (More)
DOI: 10.1023/A:1011224403708

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@article{Fukuda2001BranchandCutAF, title={Branch-and-Cut Algorithms for the Bilinear Matrix Inequality Eigenvalue Problem}, author={Mituhiro Fukuda and Masakazu Kojima}, journal={Comp. Opt. and Appl.}, year={2001}, volume={19}, pages={79-105} }