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A Global BMI Algorithm Based on the Generalized Benders Decomposition
Linear matrix inequalities Robust control Numerical Methods
2015/7/13
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimizati...
Simultaneous Routing and Resource Allocation via Dual Decomposition
Communication systems networks optimization methods resource allocation routing
2015/7/10
In wireless data networks the optimal routing of data depends on the link capacities which, in turn, are determined by the allocation of communications resources (such as powers and bandwidths) to the...
A Decomposition Approach to Distributed Analysis of Networked Systems
Decomposition Approach Distributed Analysis Networked Systems
2015/7/10
We present a simple distributed algorithm for analyzing well-posedness and stability of a system composed of different sub-units, interconnected over an arbitrary graph. The procedure consists in solv...
Distributed estimation via dual decomposition
Stochastic control Model predictive control Linear matrix inequality
2015/7/9
We develop computational bounds on performance for causal state feedback stochastic control with linear dynamics, arbitrary noise distribution, and arbitrary input constraint set. This can be very use...