A novel unified approach to invariance conditions for a linear dynamical system

Zoltán Horváth, Yunfei Song and Tamás Terlaky

Applied Mathematics and Computation, 2017, vol. 298, issue C, 351-367

Abstract: In this paper, we propose a novel, simple, and unified approach to explore sufficient and necessary conditions, i.e., invariance conditions, under which four classic families of convex sets, namely, polyhedra, polyhedral cones, ellipsoids, and Lorenz cones, are invariant sets for a linear discrete or continuous dynamical system.

Keywords: Invariant set; Dynamical system; Polyhedron; Lorenz cone; Farkas lemma; S-lemma (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:298:y:2017:i:c:p:351-367

DOI: 10.1016/j.amc.2016.10.007

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