ON NUMERICALLY VERIFIABLE EXACTNESS OF MULTIPLIER RELAXATIONS

摘要

Robust semi-definite programming problems with rational dependence on uncertainties are known to have a wide range of applications, in particular in robust control. It is well-established how to systematically construct relaxations on the basis of the full block S-procedure. In general such relaxations are expected to be conservative, but for concrete problem instances they are often observed to be tight. The main purpose of this paper is to investigated in how far recently suggested tests for the exactness of such relaxations are indeed numerically verifiable.