A lower bound for the mixed /spl mu/ problem

The mixed /spl mu/ problem has been shown to be NP hard so that exact analysis appears intractable. Our goal then is to exploit the problem structure so as to develop a polynomial time algorithm that approximates /spl mu/ and usually gives good answers. To this end it is shown that /spl mu/ is equiv...

Full description

Saved in:
Bibliographic Details
Published in:IEEE transactions on automatic control 1997-01, Vol.42 (1), p.123-128
Main Authors: Young, P.M., Doyle, J.C.
Format: Article
Language:English
Subjects:
Eigenvalues and eigenfunctions
H infinity control
Robustness
Uncertainty
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The mixed /spl mu/ problem has been shown to be NP hard so that exact analysis appears intractable. Our goal then is to exploit the problem structure so as to develop a polynomial time algorithm that approximates /spl mu/ and usually gives good answers. To this end it is shown that /spl mu/ is equivalent to a real eigenvalue maximization problem, and a power algorithm is developed to tackle this problem. The algorithm not only provides a lower bound for /spl mu/ but has the property that /spl mu/ is (almost) always an equilibrium point of the algorithm.
ISSN:0018-9286
1558-2523
DOI:10.1109/9.553696