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Ludwig
  • Member for 10 years
  • Last seen more than a month ago
  • Berlin, Germany
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A (linear) optimization problem subject to (linear) matrix inequality constraints
@Mahdi: Yes, you are right: the matrix is not diagonalizable. Thanks for spotting this! However, my conjecture seems to be true (numerically) for every Hurwitz stable matrix (i.e. diagonalizability is not required). I edited the OP accordingly.
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