Dynamic system methods for solving mixed linear matrix inequalities and linear vector inequalities and equalities

Abstract

A novel idea is proposed for solving a system of mixed linear matrix inequalities and linear vector inequalities and equalities. First, the problem is converted into an unconstrained minimization problem with a continuously differentiable convex objective function. Then, a continuous-time dynamic system and a discrete-time dynamic system are proposed for solving it. Under some mild conditions, the proposed dynamic systems are shown to be globally convergent to a solution of the problem. The merits of the methods refer to their simple numerical implementations and capability for handling nonstrict LMIs easily. In addition, the methods are promising in neural circuits realization, and therefore have potential applications in many online control problems. Several numerical examples are presented to illustrate the performance of the methods and substantiate the theoretical results.