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A Structure Exploiting Preprocessor for Semidefinite Programs Derived From the Kalman-Yakubovich-Popov Lemma
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2009 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 54, no 4, 697-704 p.Article in journal (Refereed) Published
Abstract [en]

Semidefinite programs derived from the Kalman-Yakubovich-Popov (KYP) lemma are quite common in control and signal processing applications. The programs are often of high dimension which makes them hard or impossible to solve with general-purpose solvers. Here we present a customized preprocessor, KYPD, that utilizes the inherent structure of this particular optimization problem. The key to an efficient implementation is to transform the optimization problem into an equivalent semidefinite program. This equivalent problem has much fewer variables and the matrices in the linear matrix inequality constraints are of low rank. KYPD can use any primal-dual solver for semidefinite programs as an underlying solver.

Place, publisher, year, edition, pages
2009. Vol. 54, no 4, 697-704 p.
Keyword [en]
Kalman-Yakubovich-Popov (KYP) lemma, Semidefinite programs (SDPs)
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-18151DOI: 10.1109/TAC.2009.2014922OAI: oai:DiVA.org:liu-18151DiVA: diva2:216490
Available from: 2009-05-09 Created: 2009-05-08 Last updated: 2017-12-13

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Wallin, RagnarHansson, AndersHarju Johansson, Janne

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