Department of Electrical Engineering, Stanford University
Determinant maximization under linear matrix inequality constraints
Abstract
We consider the problem of maximizing the determinant of
a matrix subject to linear matrix inequalities. Problems of
this type arise in control theory, system identification, experiment
design, statistical signal processing, and many other fields. The
talk will give an overview of these applications. We will also
discuss the duality theory and present a long-step path-following
method, along with numerical results and a simplified complexity
analysis. This is joint work with Lieven Vandenberghe and Shao-Po Wu.
