Course on LMI modelling
(Didier Henrion, LAAS-CNRS, Toulouse, France, and FEL-CVUT, Prague, Czech Republic)

Universidad de Valladolid, Spain, March 2009

Venue and dates

The course is sponsored by the Spanish Ministry of Education. It takes place at the Faculty of Sciences of the University of Valladolid, Spain, on Monday 16, Tuesday 17 and Wednesday 18 March 2009, from 16:30 to 20:00.

Slides

  • General introduction and course outline
  • Technical background (linear algebra, numerical analysis)
  • What is an LMI ? (historical survey, SDP)
  • LMI duality (Lagrangian, multipliers)
  • Convex LMI modelling (liftings and projections)
  • Nonconvex LMI modelling (relaxations)
  • LMI solvers (interfaces and algorithms)

    Acknowledgements

    Many thanks to Mustapha Ait Rami and Fernando Tadeo Rico for their feedback and for making all the arrangements.

    Last updated on 13 May 2009.