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Direct search methods for an open problem of optimization in systems and control

2011/04/27 by Emile Simon, Simon, Emile, Vincent Wertz +1
Engineering · Mathematics · #Advanced Optimization Algorithms Research #Aerospace Engineering and Control Systems #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.1104.5183

openalex publication_date 2011/04/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The motivation of this work is to illustrate the efficiency of some often overlooked alternatives to deal with optimization problems in systems and control. In particular, we will consider a problem for which an iterative linear matrix inequality algorithm (ILMI) has been proposed recently. As it often happens, this algorithm does not have guaranteed global convergence and therefore many methods may perform better. We will put forward how some general purpose optimization solvers are more suited than the ILMI. This is illustrated with the considered problem and example, but the general observations remain valid for many similar situations in the literature.

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