Utilizing low rank properties when solving KYP-SDPs
2006 (English)Report (Other academic)
Semidefinite programs and especially those derived from the Kalman-Yakubovich- Popov lemma are quite common in control applications. KYPD is a dedicated solver for KYP-SDPs. It solves the optimization problem via the dual SDP. The solver is iterative. In each step a Hessian is formed and a linear system of equations is solved. The calculations can be performed much faster if we utilize sparsity and low rank structure. We show how to transform a dense optimization problem into a sparse one with low rank structure. A customized calculation of the Hessian is presented and investigated
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2006. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2734
Semidefinite programming, Kalman-Yakubovich-Popov lemma, Low rank
IdentifiersURN: urn:nbn:se:liu:diva-36028ISRN: LITH-ISY-R-2734Local ID: 29508OAI: oai:DiVA.org:liu-36028DiVA: diva2:256876