A nonlinear conjugate gradient method for a special class of matrix optimization problems

El-Sayed M.E. Mostafa

doi:10.3934/jimo.2014.10.883

Article Contents

2014, Volume 10, Issue 3: 883-903. Doi: 10.3934/jimo.2014.10.883

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A nonlinear conjugate gradient method for a special class of matrix optimization problems

El-Sayed M.E. Mostafa^1,

1.
Department of Mathematics and Computer Science, Faculty of Science, Alexandria University, Moharam Bey 21511, Alexandria

Received: July 31, 2012

Revised: June 30, 2013

Published: June 2014

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Abstract

In this article, a nonlinear conjugate gradient method is studied and analyzed for finding the local solutions of two matrix optimization problems resulting from the decentralized static output feedback problem for continuous and discrete-time systems. The global convergence of the proposed method is established. Several numerical examples of decentralized static output feedback are presented that demonstrate the applicability of the considered approach.

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Mathematics Subject Classification: Primary: 90C30, 90C52, 93B52, 49N10; Secondary: 93D15.

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