NDLI: A region-dividing approach to robust semidefinite programming and its error bound

Content Provider	IEEE Xplore Digital Library
Author	Oishi, Y.
Copyright Year	2006
Description	Author affiliation: Dept. of Math. Informatics, Tokyo Univ. (Oishi, Y.)
Abstract	A new asymptotically exact approach is presented for robust semidefinite programming, where coefficient matrices polynomially depend on uncertain parameters. Since a robust semidefinite programming problem is difficult to solve directly, an approximate problem is constructed based on a division of the parameter region. The optimal value of the approximate problem converges to that of the original problem as the resolution of the division becomes finer. An advantage of this approach is that an upper bound on the approximation error is available before solving the approximate problem. This bound shows how the approximation error depends on the resolution of the division. Furthermore, it leads to construction of an efficient division that attains small approximation error with low computational complexity. Numerical examples show efficacy of the present approach. In particular, an exact optimal value is often found with a division of finite resolution
Sponsorship	American Automatic Control Council IFAC
File Size	365886
File Format	PDF
ISBN	1424402093
e-ISBN	1424402107
DOI	10.1109/ACC.2006.1655341
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-06-14
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Robustness Polynomials Approximation error Robust control Upper bound Computational complexity Linear programming Linear matrix inequalities Linear approximation Functional programming
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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