Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.

DOI10.1016/j.automatica.2003.07.001zbMath1043.93070OpenAlexW2079253527MaRDI QIDQ1421455

Hidenori Kimura, Yasuaki Oishi

Publication date: 26 January 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2003.07.001

zbMATH Keywords

computational complexityrandomized algorithmslinear parameter-varying systemsstochastic gradient algorithmsconservatismparameter-dependent linear matrix inequalitiescourse of dimensionality

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Randomized algorithms (68W20)

Related Items (8)

Randomized algorithms for quadratic stability of quantized sampled-data systems ⋮ A survey of randomized algorithms for control synthesis and performance verification ⋮ Modified equations for weakly convergent stochastic symplectic schemes via their generating functions ⋮ Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm ⋮ Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities ⋮ A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs ⋮ A primal--dual probabilistic setting for quadratic stability of uncertain systems ⋮ Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control

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