Practical computation of the mixed mu problem

Abstract

The computational aspects of the recently developed upper and lower bounds for the mixed mu problem are examined. In particular, a practical algorithm is developed to compute the bounds. This has been implemented as a Matlab function (m-file) and will be available in a test version in conjunction with the mu-Tools toolbox. The algorithm performance is very encouraging, in terms of both accuracy of the resulting bounds and growth rate in required computation with problem size. In particular, it appears that one can handle medium-size problems (less than 100 perturbations) with reasonable computational requirements.