LMITOOL: a package for LMI optimization

Abstract

Many problems in systems and control can be formulated as "linear matrix inequality" (LMI) problems. Previously, efficient algorithms have been developed for solving LMIs of reasonable size. Using these programs for solving control problems however requires a reformulation of the problem, which often implies a great deal of tedious algebraic manipulations. In this paper, the authors present a complete package (toolbox) for Matlab (a version of which is available in the free Matlab-like scientific software package Scilab) that allows the user to solve his control problem using LMI methods with very little effort. Applications of LMIs in systems and control, and the use of LMITOOL are illustrated by a number of examples.