Linear matrix inequality
Mathematical convex optimization / From Wikipedia, the free encyclopedia
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In convex optimization, a linear matrix inequality (LMI) is an expression of the form
where
is a real vector,
are
symmetric matrices
,
is a generalized inequality meaning
is a positive semidefinite matrix belonging to the positive semidefinite cone
in the subspace of symmetric matrices
.
This linear matrix inequality specifies a convex constraint on .