This paper considers the problem of finding matrix-valued rational fun
ctions that satisfy two-sided residue interpolation conditions subject
to norm constraints on their components. It is shown that this proble
m can be reduced to a finite-dimensional convex optimization problem.
As an application, we show that under suitable assumptions on the plan
t, multiple objective H-2 and H-infinity, control problems admit finit
e-dimensional optimal solutions and that such solutions can be compute
d using finite-dimensional convex programs.