2017
DOI: 10.1002/asjc.1560
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The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory

Abstract: In this paper, the unified frame of alternating direction method of multipliers (ADMM) is proposed for solving three classes of matrix equations arising in control theory including the linear matrix equation, the generalized Sylvester matrix equation and the quadratic matrix equation. The convergence properties of ADMM and numerical results are presented. The numerical results show that ADMM tends to deliver higher quality solutions with less computing time on the tested problems.

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Cited by 4 publications
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“…It is well known that linear matrix equations play crucial roles in engineering and applied mathematics (Ke and Ma, 2018; Simoncini, 2016). For example, the Stein matrix equation…”
Section: Introductionmentioning
confidence: 99%
“…It is well known that linear matrix equations play crucial roles in engineering and applied mathematics (Ke and Ma, 2018; Simoncini, 2016). For example, the Stein matrix equation…”
Section: Introductionmentioning
confidence: 99%