TfMin: Short Reference Manual

This is a short guide to use the Fortran and Matlab package TfMin designed for the numerical solution of continuous 3D minimum-time orbit transfer around the Earth (with free final longitude), especially for low thrust engines. The underlying method is single shooting. The Matlab interface with the solver allows the user to define the problem … Read more

User’s Guide for SeDuMi Interface 1.01

A user-friendly free Matlab package for defining Linear Matrix Inequality (LMI) problems. It acts as an interface for the Self-Dual-Minimisation package SeDuMi developed by Jos F. Sturm. The functionalities of SeDuMi Interface are the following: (1) Declare an LMI problem. Five Matlab functions allow to define completely an LMI problem which can be characterised by … Read more

Strong semismoothness of eigenvalues of symmetric matrices and its application to inverse eigenvalue problems

It is well known that the eigenvalues of a real symmetric matrix are not everywhere differentiable. A classical result of Ky Fan states that each eigenvalue of a symmetric matrix is the difference of two convex functions. This directly implies that the eigenvalues of a symmetric matrix are semismooth everywhere. Based on a very recent … Read more

WASP: a Wavelet Adaptive Solver for boundary value Problems – Short Reference Manual

This is a short guide to use the Matlab package WASP designed for the numerical solution of two-point linear boundary value problems that arise typically in linear quadratic optimal control. The method relies upon an adaptive computation of discretization based on a wavelet analysis. On a given refined grid, finite differences of various order are … Read more