Linear Matrix Inequalities in System & Control Theory (Studies in Applied Mathematics, Volume 15)

In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.

Stephen Boyd is Associate Professor of Electrical Engineering and the Director of the Information Systems Laboratory at Stanford University.

Laurent El Ghaoui is Professor of Control Engineering and the Chairman of the Computer and Control Sciences Department at Ecole Nationale Supe'rieure de Techniques Avanc'ees, Paris, France.

Eric Feron is the Charles Stark Draper Assistant Professor of Aeronautics and Astronautics at the Massachusetts Institute of Technology.

Venkataramanan Balakrishnan is a Research Associate at the Institute for Systems Research, University of Maryland.