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

<table class="algorithm-group"><tr><td><table class="algorithm" id="alg4"><tr><td colspan="2">INPUT: an initial point <svg height="6.42315pt" id="M414" style="vertical-align:-0.2129903pt" version="1.1" viewbox="-0.0498162 -6.21016 7.70145 6.42315" width="7.70145pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M536 404C536 423 520 448 491 448C445 448 398 404 308 283L286 338C255 416 242 448 217 448C182 448 138 402 92 341L111 321C149 368 169 378 178 378C188 378 198 363 214 320L254 212C185 117 138 65 107 65C98 65 85 69 82 75C79 82 73 86 65 86C44 86 23 60 23 39C23 7 44 -12 71 -12C119 -12 168 33 265 177L306 61C321 17 347 -12 373 -12C413 -12 465 33 507 96L491 119C459 84 432 60 413 60C395 60 378 92 358 148L321 250C341 279 369 310 389 332C417 363 439 382 456 382C466 382 475 376 481 368C486 361 492 358 496 358C513 358 536 381 536 404Z" id="g113-121"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="559" vert-adv-y="559"></glyph.data></g></svg>, a feasibility distance tolerance <svg height="6.42315pt" id="M415" style="vertical-align:-0.2129903pt" version="1.1" viewbox="-0.0498162 -6.21016 7.82384 6.42315" width="7.82384pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M545 106L524 126C493 85 467 65 455 65C438 65 427 113 405 238C448 295 498 362 543 439L533 448L478 435C453 386 423 331 398 295H395C370 404 347 448 282 448C169 448 23 309 23 153C23 54 65 -12 128 -12C203 -12 283 70 339 155H341C360 29 380 -12 411 -12C444 -12 491 11 545 106ZM333 204C265 95 210 54 169 54C137 54 113 96 113 171C113 302 191 405 252 405C301 405 318 306 333 204Z" id="g113-223"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="568" vert-adv-y="568"></glyph.data></g></svg>, a movement tolerance <svg height="13.2498pt" id="M416" style="vertical-align:-3.571899pt" version="1.1" viewbox="-0.0498162 -9.6779 8.00062 13.2498" width="8.00062pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M558 587C558 666 497 712 432 712C379 712 330 691 284 650C212 586 178 508 148 348L71 -65C49 -185 35 -229 23 -235L27 -261C49 -259 101 -251 124 -224C131 -216 138 -178 159 -24C171 66 197 200 227 356C264 550 295 668 393 668C443 668 479 632 479 575C479 516 446 458 383 418C361 404 344 398 318 397L296 350C395 338 460 281 460 192C460 110 411 40 300 40C258 40 215 55 192 69L181 51C191 18 222 -16 266 -16C308 -16 351 1 397 26C471 67 545 142 545 221C545 315 486 365 401 395C469 437 558 498 558 587Z" id="g113-224"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="581" vert-adv-y="581"></glyph.data></g></svg>, maximum number of iterations <svg height="9.21094pt" id="M417" style="vertical-align:-0.2129908pt" version="1.1" viewbox="-0.0498162 -8.99795 11.5092 9.21094" width="11.5092pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M822 650H589L583 622C660 617 677 607 674 561C672 534 664 481 647 390L600 137H596L273 650H126L120 622C176 620 194 615 207 594C221 571 225 557 214 504L161 257C141 166 129 112 121 85C108 42 83 30 29 28L23 0H260L266 28C193 33 173 42 176 89C178 122 186 172 202 255L256 527H259L583 -8H612L690 390C708 481 720 535 728 558C744 603 756 619 816 622L822 650Z" id="g113-79"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="839" vert-adv-y="839"></glyph.data></g></svg> and <svg height="9.04777pt" id="M418" style="vertical-align:-0.04981995pt" version="1.1" viewbox="-0.0498162 -8.99795 13.4946 9.04777" width="13.4946pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M962 650H795L470 145L347 650H176L170 622C268 613 275 606 244 503L190 322C150 188 132 126 118 91C102 50 80 33 18 28L12 0H245L251 28C175 35 170 48 174 93C177 128 191 180 220 284L292 542H294C331 392 383 150 409 4H432L774 555H776L714 137C700 40 694 34 612 28L606 0H868L874 28C793 34 784 37 797 137L849 533C859 612 863 616 956 622L962 650Z" id="g113-78"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="985" vert-adv-y="985"></glyph.data></g></svg></td></tr><tr><td colspan="2"><b>Phase 1:</b> as in the DD Constraint Consensus Algorithm </td></tr><tr><td colspan="2"><b>Phase 2:</b> as in the OO Constraint Consensus Algorithm   </td></tr></table></td></tr></table>

<div>DBmax-original (DO) constraint consensus algorithm.</div>

Journal of Optimization

alg4

Algorithm 4

Algorithm 4: Constraint Consensus Methods for Finding Strictly Feasible Points of Linear Matrix Inequalities 