Calculation of solution space for a linear matrix inequalities.
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A linear matrix inequality is given such that:
$A(x)<=0$ (Negative Semidefinite)
Where,
$A(x)=A_o+A_1*x_1+A_2*x_2....=A_o+sum_iA_ix_i$
If $A(x), A_i in mathbbR^ntimes n$, then how can I construct the entire space (in $x$) where the LMI holds?
linear-algebra matrices
add a comment |Â
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A linear matrix inequality is given such that:
$A(x)<=0$ (Negative Semidefinite)
Where,
$A(x)=A_o+A_1*x_1+A_2*x_2....=A_o+sum_iA_ix_i$
If $A(x), A_i in mathbbR^ntimes n$, then how can I construct the entire space (in $x$) where the LMI holds?
linear-algebra matrices
1
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
1
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
A linear matrix inequality is given such that:
$A(x)<=0$ (Negative Semidefinite)
Where,
$A(x)=A_o+A_1*x_1+A_2*x_2....=A_o+sum_iA_ix_i$
If $A(x), A_i in mathbbR^ntimes n$, then how can I construct the entire space (in $x$) where the LMI holds?
linear-algebra matrices
A linear matrix inequality is given such that:
$A(x)<=0$ (Negative Semidefinite)
Where,
$A(x)=A_o+A_1*x_1+A_2*x_2....=A_o+sum_iA_ix_i$
If $A(x), A_i in mathbbR^ntimes n$, then how can I construct the entire space (in $x$) where the LMI holds?
linear-algebra matrices
asked Aug 23 at 8:14
Parikshit Pareek
356
356
1
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
1
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57
add a comment |Â
1
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
1
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57
1
1
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
1
1
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57
add a comment |Â
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1
"Construct" in what sense?
â Michal Adamaszek
Aug 23 at 8:16
Obtaining the range of each element of $x$ within which the LMI holds.
â Parikshit Pareek
Aug 23 at 8:22
1
The LMI defines a nonlinear constraint, so it is hard to say that it holds for each element of $x$ in some range. It defines some more complicated convex set. What do you want to do with that set?
â Michal Adamaszek
Aug 23 at 8:52
I want to construct an inner approximation of that convex set where this inequality holds i.e. an element-wise range where the LMI is satisfied for sure.
â Parikshit Pareek
Aug 23 at 8:57