Course on LMI optimization with applications in control
(Didier Henrion, LAAS-CNRS, Toulouse, France and FEL-CVUT, Prague,
Czech Republic)
Czech Technical University,
Prague, Czech Republic - 10-14 March 2014
Venue and dates
The course is given at the Charles Square campus of the
Czech Technical University, in the historical center of
Prague (Karlovo Namesti 13, 12135
Praha 2) during the second week of March 2014.
It consists of six two-hour lectures, given on Monday 10 March,
Thursday 13 March and Friday 14 March, from 10am to noon
and from 2pm to 4pm.
The course is given in room E14,
ground floor, to your right handside when entering building E.
Please refer to these maps
for instructions to reach this building. The campus entrance
is restricted to badge holders, so please ask the doorperson
to let you in through the electronic gates.
Registration
The course is primarily aimed at students from the Czech Technical
University in Prague, yet external participants are welcome. There is
no registration fee. Please note that the Czech Technical University
will not provide assistance regarding traveling and accomodation in
Prague.
Description
This is a course for graduate students or researchers
with a background in linear control
systems, linear algebra and convex optimization.
The focus is on semidefinite programming (SDP), or
optimization over linear matrix inequalities (LMIs), an extension of
linear programming to the cone of positive semidefinite matrices. Since
the 1990s, LMI methods have found numerous applications mostly in
combinatorial optimization, systems control and signal processing.
Outline
The course closely follows the lecture notes:
D. Henrion. Optimization on linear matrix inequalities
for polynomial systems control. Les cours du C.I.R.M., Vol. 3, No. 1,
Cours No. I, pp. 1-44, 2013.
Homeworks and exam
Homeworks are given during the course.
A written examination can be organized.
Last updated on 25 February 2014.