Comptes Rendus
no. 6
Numerical analysis
A successive constraint approach to solving parameter-dependent linear matrix inequalities
[Une méthode de contraintes successives pour résoudre les inégalités matricielles linéaires paramétriques]

Présenté par : Olivier Pironneau

Robert O'Connor1
1 RWTH Aachen University, Aachen, Germany
Comptes Rendus. Mathématique, Volume 355 (2017) no. 6, pp. 723-728.

Nous présentons une méthode de contraintes successives qui réduit le travail nécessaire pour résoudre les inégalités matricielles linéaires paramétriques de grande dimension. Une caractéristique importante de notre méthode est la décomposition hors ligne/en ligne du travail. Les calculs coûteux sont effectués à l'avance, hors ligne, pour nous permettre de résoudre le problème de manière très économique en ligne. La même méthode est aussi appliquée à l'approximation des solutions des problèmes d'optimisation SDP.

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online decomposition of the workload. Expensive computations are performed beforehand, in the offline stage, so that the problem can be solved very cheaply in the online stage. We also extend the method to approximate solutions to semidefinite programming problems.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2017.05.001

Robert O'Connor 1

1 RWTH Aachen University, Aachen, Germany 
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Robert O'Connor. A successive constraint approach to solving parameter-dependent linear matrix inequalities. Comptes Rendus. Mathématique, Volume 355 (2017) no. 6, pp. 723-728. doi : 10.1016/j.crma.2017.05.001. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2017.05.001/

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