为求解不相容矩阵不等式AXB +CYD ≥E 的对称解,给出矩阵不等式有解的充分必要条件。提出了一种迭代算法,该算法以谱投影梯度法为主要框架。在适当条件下证明了算法的收敛性。
Aiming at the symmetric solution of the inconsistent matrix inequalityAXB+CYD ≥E ,the sufficient and necessary conditions for the matrix inequality existing solution are derived.An iteration method is proposed.This method uses spec-tral projected gradient method (SPG)as the primary frame.The convergence of the given algorithm under certain conditions is proved.