Semidefinite Programming in Systems and Control Theory

Abstract

Systems and Control is perhaps the first and the most popular area for the application of semidefinite programming towards the numerical solution of engineering problems. Over the past few years, considerable research effort has been devoted towards the reformulation of problems from systems and control theory as semidefinite programming problems. Prominent examples are the numerical search for Lyapunov functions that establish the stability and performance of control system models, and the design of controllers that ensure stability and enhance performance. In this chapter, we give a brief overview of a few of these applications.