In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condi...In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condition than the monotonicity. Based on the Nesterov-Todd, xy and yx directions employed as commutative search directions for semidefinite programming, we extend the variants of the short-, semilong-, and long-step path-following algorithms for symmetric conic linear programming proposed by Schmieta and Alizadeh to the Cartesian P*(κ)-SCLCP, and particularly show the global convergence and the iteration complexities of the proposed algorithms.展开更多
In this paper, we propose a theoretical framework of an infeasible interior-point algorithm for solving monotone linear cornplementarity problems over symmetric cones （SCLCP）. The new algorithm gets Newton-like dire...In this paper, we propose a theoretical framework of an infeasible interior-point algorithm for solving monotone linear cornplementarity problems over symmetric cones （SCLCP）. The new algorithm gets Newton-like directions from the Chen-Harker-Kanzow-Smale （CHKS） smoothing equation of the SCLCP. It possesses the following features： The starting point is easily chosen; one approximate Newton step is computed and accepted at each iteration; the iterative point with unit stepsize automatically remains in the neighborhood of central path; the iterative sequence is bounded and possesses （9（rL） polynomial-time complexity under the monotonicity and solvability of the SCLCP.展开更多
This paper considers the H-infinity dynamic output feedback control for descriptor systems with delay in states. The controller is a descriptor system without delay. Several equivalent sufficient conditions for the ex...This paper considers the H-infinity dynamic output feedback control for descriptor systems with delay in states. The controller is a descriptor system without delay. Several equivalent sufficient conditions for the existence of one descriptor dynamic controller without impulsive models are given. Furthermore the explicit expression of the desired controller is obtained. The detailed design of the controller is presented using the cone complementarity linearization iterative algorithm and the LMI method. A ntumerical example is shown to illustrate the designed method.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 10671010, 70841008)
文摘In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condition than the monotonicity. Based on the Nesterov-Todd, xy and yx directions employed as commutative search directions for semidefinite programming, we extend the variants of the short-, semilong-, and long-step path-following algorithms for symmetric conic linear programming proposed by Schmieta and Alizadeh to the Cartesian P*(κ)-SCLCP, and particularly show the global convergence and the iteration complexities of the proposed algorithms.
基金Supported by the National Natural Science Foundation of China(No.10671010)Specialized Research Fund for the Doctoral Program of Higher Education(200800040024)
文摘In this paper, we propose a theoretical framework of an infeasible interior-point algorithm for solving monotone linear cornplementarity problems over symmetric cones （SCLCP）. The new algorithm gets Newton-like directions from the Chen-Harker-Kanzow-Smale （CHKS） smoothing equation of the SCLCP. It possesses the following features： The starting point is easily chosen; one approximate Newton step is computed and accepted at each iteration; the iterative point with unit stepsize automatically remains in the neighborhood of central path; the iterative sequence is bounded and possesses （9（rL） polynomial-time complexity under the monotonicity and solvability of the SCLCP.
文摘This paper considers the H-infinity dynamic output feedback control for descriptor systems with delay in states. The controller is a descriptor system without delay. Several equivalent sufficient conditions for the existence of one descriptor dynamic controller without impulsive models are given. Furthermore the explicit expression of the desired controller is obtained. The detailed design of the controller is presented using the cone complementarity linearization iterative algorithm and the LMI method. A ntumerical example is shown to illustrate the designed method.
