An interior point minimax algorithm with an application in engineering

Authors:	Zakovic Stanislav, Imperial College London, United Kingdom Rustem Berc, Imperial College London, United Kingdom Pistikopoulos Stratos, Imperial College London, United Kingdom
Topic:	2.5 Robust Control
Session:	Robust Controller Synthesis
Keywords:	interior point, worst-case optimisation, minimax

Abstract

In this paper an algorithm for the continuous minimax problem with decoupled constraints is considered. The initial problem is transformed to an equivalent equality constrained problem, where the logarithmic barrier function is used to ensure feasibility. An application to robust optimal design of dynamic experiment is included which illustrates the efficient performance of the algorithm.