Random search of stable member in a matrix polytope
Given a matrix polytope we consider the existence problem of a stable member in it. We suggest an algorithm in which part of uncertainty parameters is chosen randomly. Applications to affine families and 3×3 interval families are considered. A necessary and sufficient condition for the existence of...
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Published in | Journal of computational and applied mathematics Vol. 308; pp. 59 - 68 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
15.12.2016
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Subjects | |
Online Access | Get full text |
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Summary: | Given a matrix polytope we consider the existence problem of a stable member in it. We suggest an algorithm in which part of uncertainty parameters is chosen randomly. Applications to affine families and 3×3 interval families are considered. A necessary and sufficient condition for the existence of a stable member is given for general interval families with nonnegative off-diagonal intervals. |
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Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 0377-0427 1879-1778 |
DOI: | 10.1016/j.cam.2016.05.020 |