The subgradient-simplex based cutting plane method to solve Linear matrix inequalities

@article{Wang2010TheSB,
  title={The subgradient-simplex based cutting plane method to solve Linear matrix inequalities},
  author={Congcong Wang and Peter B. Luh},
  journal={2010 8th World Congress on Intelligent Control and Automation},
  year={2010},
  pages={2238-2243}
}
Many problems in system and control areas are in the form of Linear matrix inequalities (LMIs). Methods such as interior point methods have been applied to solve these problems. However, for problems with large numbers of LMIs, these algorithms involving high dimensional matrixes can be inefficient. In this paper, the subgradient-simplex based cutting plane… CONTINUE READING