Improvement of Convergence in the Successive Linearization Method for BMI Problems Using Freedom of the Convexification Term
Year: 2024
Type: article
Abstract: The objective of this paper is to propose a method for improving the convergence rate of the successive linearization method for BMI problems. The successive linearization method is an iterative method in which a BMI constraint is reduced to a sufficient LMI constraint by adding a convexification term to the BMI term. In this method, the convexification term includes a constant matrix which is usually chosen as an identity matrix. The key idea of the proposed method is to make the convexification term “small” by an appropriate choice of the constant matrix, which is expected to lessen the conservativeness of the sufficiency of the LMI constraint.
Authors: 吉川, 創祐, Yoshikawa, Sosuke, 延山, 英沢, 35556, Nobuyama, Eitaku, 50205291, ノブヤマ, エイタク, 6603075691, Sebe, Noboru, 1150, 瀨部, 昇, 90216549, 55167632300, 0000-0002-1469-2322, 180
Institution: Kyushu Institute of Technology
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
OpenAlex ID: W7038265256
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