Yet Another Algorithm for the Computation of Polyhedral Positive Invariant Sets

We present a new algorithm for the computation of polyhedral positive invariant sets. A set given by its half-spaces is used to yield an optimized positive invariant set w.r.t. a given autonomous system. The algorithm requires the solution of a single semi-definite program followed by a linear program. Extensions to the plant uncertain case, and to a symmetric set case are presented. Two numerical examples demonstrate the algorithm usage and capabilities.

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