On Symmetric Gauss-Seidel ADMM Algorithm for ${\mathcal{H}}_{\infty }$ Guaranteed Cost Control with Convex Parameterization

Jun Ma, Zilong Cheng, Xiaoxue Zhang +2

This paper involves the innovative development of a symmetric Gauss-Seidel ADMM algorithm to solve the H-infinity guaranteed cost control problem. In the presence of parametric unc…