Constraint Consensus Methods for Finding Strictly Feasible Points of Linear Matrix Inequalities

Algorithm 2

DBmax-DBmax (DD) constraint consensus algorithm.

INPUT: an initial point , a feasibility distance tolerance , a movement tolerance , maximum number of iterations and

Phase 1: Do the DBmax constraint consensus method, Algorithm 4 described in [9], using the parameters , and and

starting from to get a near-feasible point.

Let be the last iterate of Phase 1.

Phase 2: as in the OD Constraint Consensus Algorithm