Combining Convex–Concave Decompositions and Linearization Approaches for Solving BMIs, With Application to Static Output Feedback

A novel optimization method is proposed to minimize a convex function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex mappings. At each iteration of the algorithm the concave part is l... View More