Alternatives with stronger convergence than coordinate-descent iterative LMI algorithms
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arXiv
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| Format: | Preprint |
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2011
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| _version_ | 1866917819855142912 |
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| author | Simon, Emile Wertz, Vincent |
| author_facet | Simon, Emile Wertz, Vincent |
| contents | In this note we aim at putting more emphasis on the fact that trying to solve non-convex optimization problems with coordinate-descent iterative linear matrix inequality algorithms leads to suboptimal solutions, and put forward other optimization methods better equipped to deal with such problems (having theoretical convergence guarantees and/or being more efficient in practice). This fact, already outlined at several places in the literature, still appears to be disregarded by a sizable part of the systems and control community. Thus, main elements on this issue and better optimization alternatives are presented and illustrated by means of an example. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1110_2615 |
| institution | arXiv |
| publishDate | 2011 |
| record_format | arxiv |
| spellingShingle | Alternatives with stronger convergence than coordinate-descent iterative LMI algorithms Simon, Emile Wertz, Vincent Optimization and Control Systems and Control In this note we aim at putting more emphasis on the fact that trying to solve non-convex optimization problems with coordinate-descent iterative linear matrix inequality algorithms leads to suboptimal solutions, and put forward other optimization methods better equipped to deal with such problems (having theoretical convergence guarantees and/or being more efficient in practice). This fact, already outlined at several places in the literature, still appears to be disregarded by a sizable part of the systems and control community. Thus, main elements on this issue and better optimization alternatives are presented and illustrated by means of an example. |
| title | Alternatives with stronger convergence than coordinate-descent iterative LMI algorithms |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/1110.2615 |