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Optimized Ellipsoid Algorithm for LMI Feasibility Problems

Ki Hong Im and Dane Baang*
International Journal of Control, Automation, and Systems, vol. 12, no. 4, pp.915-917, 2014

Abstract : Ellipsoid algorithm with deepest-cut method is presented for LMI(Linear Matrix Inequality) feasibility problems. The proposed algorithm removes more than half of the previous step’s ellipsoid to obtain faster convergence than the original ellipsoid method. The cutting-direction is also optimized to max-imize the volume reduction ratio at each step.

Keyword : Deep-cut, ellipsoid algorithm, LMI, optimization.

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