A Decomposition Algorithm for KYP-SDPs
2009 (English)In: Proceedings of the 10th European Control Conference (ECC), 2009, 3202-3207 p.Conference paper (Refereed)
In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, where some of the constraints appear as complicating constraints is presented. A decomposition algorithm is proposed, where the structure of the problem can be utilized. In a numerical example, where a controller that minimizes the sum of the H2-norm and the H∞-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD.
Place, publisher, year, edition, pages
2009. 3202-3207 p.
Optimization, Optimization Algorithms
National CategoryComputational Mathematics Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-21937DOI: 10.3166/EJC.18.249-256OAI: oai:DiVA.org:liu-21937DiVA: diva2:242267
10th European Control Conference (ECC), Budapest, Hungary, August, 2009