In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed order H2/H<FONT FACE=Symbol>¥</FONT> synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the performance of the method are given.
semi-definite programming; linear quadratic control; nonlinear programming; trust region methods
