PENBMI
is a computer program for solving optimization problems with quadratic
objective and bilinear matrix inequality constraints. It is aimed
at small to large-scale dense and sparse LMI and BMI problems.
Current version 2.1.
- New in versions 2.0 and 2.1
- Hessian-free version
- Iterative solution of the Newton system
- Improved robustness for nonconvex problems
- First available code for general BMI problems
- Applications in
- control theory
- structural optimization
- Key features
- aimed at large scale problems
- efficient treatment of different sparsity patterns in
problem
data
- quadratic objective function
- solving BMI and LMI feasibility problems (MATLAB version)
- It can be used as
- MATLAB function with PEN or YALMIP
interface
- routine called from a C or Fortran program with data
communication through parameters
- Available as a binary code for major architectures (MS
Windows,
Linux,
Sun Solaris, HP-UX, contact us about others)
Copyright
© 2002-2014
PENOPT GbR.
All rights reserved.