International Journal of Control, Vol.92, No.2, 303-316, 2019
Application of facial reduction to H-infinity state feedback control problem
One often encounters numerical difficulties in solving linear matrix inequality (LMI) problems obtained from H-infinity control problems. For semidefinite programming (SDP) relaxations for combinatorial problems, it is known that when either an SDP relaxation problem or its dual is not strongly feasible, one may encounter such numerical difficulties. We discuss necessary and sufficient conditions to be not strongly feasible for an LMI problem obtained from H-infinity state feedback control problems and its dual. Moreover, we interpret the conditions in terms of control theory. In this analysis, facial reduction, which was proposed by Borwein and Wolkowicz, plays an important role. We show that the dual of the LMI problem is not strongly feasible if and only if there exist invariant zeros in the closed left-half plane in the system, and present a remedy to remove the numerical difficulty with the null vectors associated with invariant zeros in the closed left-half plane. Numerical results show that the numerical stability is improved by applying it.