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Reports (Research Report) Year : 2003

On Positiveness of Matrix-Valued Polynomials and Robust Semidefinite Programming

Abstract

This report is devoted to the study of robust semidefinite programming. We show that to the issue of computing the worst-case optimal value of semidefinite programs depending polynomially upon a finite number of bounded scalar parameters, one may associate a countable family of standard semidefinite programs, whose optimal values converge monotonically towards the requested quantity. The results is linked to representation formula and positiveness criterion for matrix-valued polynomials.

Domains

Other [cs.OH]
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Dates and versions

inria-00071674 , version 1 (23-05-2006)

Identifiers

  • HAL Id : inria-00071674 , version 1

Cite

Pierre-Alexandre Bliman. On Positiveness of Matrix-Valued Polynomials and Robust Semidefinite Programming. [Research Report] RR-4906, INRIA. 2003. ⟨inria-00071674⟩
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