Sequential Convex Overbounding Approximation Method for Bilinear Matrix Inequality Problems

摘要

This paper concerns with the overbounding method for solving the bilinear matrix inequality (BMI) problem. The overbounding method is essentially the same as the difference of convex optimization approach and the inner approximation method. The unified view of these methods is provided. This paper also proposes a new overbounding algorithm based on the less conservative overbounding approximation and the matrix decomposition.