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This article concerns the question: which subsets of ${\mathbb R}^m$ can be represented with Linear Matrix Inequalities, LMIs? This gives some perspective on the scope and limitations of one of the most powerful techniques commonly used in…

Optimization and Control · Mathematics 2007-05-23 J. William Helton , Victor Vinnikov

Linear matrix inequalities (LMIs) commonly appear in systems, stability, and control applications. Many analysis and synthesis problems in these areas can be solved as feasibility or optimization problems subject to LMI constraints.…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Ryan James Caverly , James Richard Forbes

A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by the fact that diagonal LMIs define polyhedra, the solution set…

Optimization and Control · Mathematics 2009-12-18 Tim Netzer , Daniel Plaumann , Markus Schweighofer

The (matricial) solution set of a Linear Matrix Inequality (LMI) is a convex basic non-commutative semi-algebraic set. The main theorem of this paper is a converse, a result which has implications for both semidefinite programming and…

Functional Analysis · Mathematics 2011-08-31 J. William Helton , Scott McCullough

10 years ago or so Bill Helton introduced me to some mathematical problems arising from semidefinite programming. This paper is a partial account of what was and what is happening with one of these problems, including many open questions…

Optimization and Control · Mathematics 2012-05-11 Victor Vinnikov

This paper presents a selected tour through the theory and applications of lifts of convex sets. A lift of a convex set is a higher-dimensional convex set that projects onto the original set. Many convex sets have lifts that are…

Optimization and Control · Mathematics 2023-03-24 Hamza Fawzi , João Gouveia , Pablo A. Parrilo , James Saunderson , Rekha R. Thomas

Efficient representations of convex sets are of crucial importance for many algorithms that work with them. It is well-known that sometimes, a complicated convex set can be expressed as the projection of a much simpler set in higher…

Optimization and Control · Mathematics 2018-03-23 Rekha R. Thomas

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…

Optimization and Control · Mathematics 2012-06-01 Didier Henrion , Jean Bernard Lasserre

We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and…

Optimization and Control · Mathematics 2013-03-27 Milan Korda , Didier Henrion , Colin N. Jones

In this presentation, we will develop a short overview of main trends of optimization in systems and control, and from there outline some new perspectives emerging today. More specifically, we will focus on the current situation, where it…

Optimization and Control · Mathematics 2012-05-02 Emile Simon

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

Optimization and Control · Mathematics 2026-05-22 Ryan Cory-Wright , Jean Pauphilet

This note introduces a sufficient Linear Matrix Inequality (LMI) condition for the ultimate boundedness of a class of continuous-time dynamical systems with conic uncertain/nonlinear terms.

Systems and Control · Computer Science 2015-06-09 Behcet Acikmese

A convex optimization problem in conic form involves minimizing a linear functional over the intersection of a convex cone and an affine subspace. In some cases, it is possible to replace a conic formulation using a certain cone, with a…

Optimization and Control · Mathematics 2019-08-06 James Saunderson

A novel optimization method is proposed to minimize a convex function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex…

Optimization and Control · Mathematics 2011-09-19 Quoc Tran Dinh , Suat Gumussoy , Wim Michiels , Moritz Diehl

This note provides another proof for the {\em convexity} ({\em strict convexity}) of $\log \det ( I + KX^{-1} )$ over the positive definite cone for any given positive semidefinite matrix $K \succeq 0$ (positive definite matrix $K \succ 0$)…

Information Theory · Computer Science 2021-08-10 Kwang-Ki K. Kim

The set of controllers stabilizing a linear system is generally non-convex in the parameter space. In the case of two-parameter controller design (e.g. PI control or static output feedback with one input and two outputs), we observe however…

Optimization and Control · Mathematics 2008-01-17 Didier Henrion , Michael Sebek

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

Stability analysis of discrete-time switched systems under minimum dwell-time is studied using a new type of LMI conditions. These conditions are convex in the matrices of the system and shown to be equivalent to the nonconvex conditions…

Optimization and Control · Mathematics 2013-11-07 Corentin Briat

The aim of this study is to investigate less conservative conditions for a parameterized linear matrix inequality (PLMI) expressed in the form of a double convex sum. This type of PLMI frequently appears in T-S fuzzy control system analysis…

Systems and Control · Electrical Eng. & Systems 2023-07-14 Do Wan Kim , Dong Hwan Lee

Consider a convex set S defined by a matrix inequality of polynomials or rational functions over a domain. The set S is called semidefinite programming (SDP) representable or just semidefinite representable if it equals the projection of a…

Optimization and Control · Mathematics 2011-03-30 Jiawang Nie
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