@article{mehrmann_petkov_berlin_2021, title={Evaluation of Numerical Methods for Discrete-Time H∞ Optimization}, DOI={10.14279/depositonce-14342}, abstractNote={We compare the numerical properties of the different numerical methods for solving the H-infinity optimization problems for linear discrete-time systems. It is shown that the methods based on the solution of the associated discrete-time algebraic Riccati equation may be unstable due to an unnecessary increase in the condition number and that they have restricted application for ill-conditioned and singular problems. The experiments confirm that the numerical solution methods that are based on the solution of a Linear Matrix Inequality (LMI) are a much more reliable although much more expensive numerical technique for solving H-infinity optimization problems. Directions for developing high-performance software for H-infinity optimization are discussed.}, publisher={Technische Universität Berlin}, author={Mehrmann, Volker and Petkov, Petko and Berlin}, year={2021}, month={Dec} }