Rank-one LMIs and Lyapunov's inequality

被引：28

作者：

Henrion, D ^{[1
]}

Meinsma, G

机构：

[1] Lab Analyse & Architecture Syst, CNRS, F-31077 Toulouse 4, France

[2] Acad Sci Czech Republ, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic

[3] Univ Twente, Fac Appl Math, NL-7500 AE Enschede, Netherlands

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2001年 / 46卷 / 08期

关键词：

linear matrix inequalities (LMIs); linear systems; optimization;

D O I：

10.1109/9.940935

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix in some region of the complex plane. The proof makes use of standard facts from quadratic and semidefinite programming. Links are established between the Lyapunov matrix, rank-one linear matrix inequalities (LMIs), and the Lagrange multiplier arising in duality theory.

引用

页码：1285 / 1288

页数：4

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