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A path-following method for solving BMI problems in control
Bilinear matrix inequality (BMI) equality (LMI) low-authority control
2015/7/10
In this paper we present a path-following (homotopy) method for (locally) solving bilinear matrix inequality (BMI) problems in control. The method is to linearize the BMI using a first order perturbat...
We apply an operator splitting technique to a generic linear-convex optimal control problem, which results in an algorithm that alternates between solving a quadratic control problem, for which there ...
Some New Perspectives on the Method of Control Variates
Some New Perspectives Method Control Variates
2015/7/8
The method of control variates is one of the most widely used variance reduction techniques associated with Monte Carlo simulation. This paper studies the method of control variates from several diffe...