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Utilizing Low Rank Properties when Solving KYP-SDPs
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.
2006 (English)In: Proceedings of the 45th IEEE Conference on Decision and Control, 2006, 5150-5155 p.Conference paper, Published paper (Refereed)
Abstract [en]

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
2006. 5150-5155 p.
Keyword [en]
Semidefinite programming, Kalman-Yakubovich-Popov lemma, Low rank
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36051DOI: 10.1109/CDC.2006.376704Local ID: 29606ISBN: 1-4244-0171-2 (print)OAI: oai:DiVA.org:liu-36051DiVA: diva2:256899
Conference
45th IEEE Conference on Decision and Control, San Diego, CA, USA, December, 2006
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-02-25

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Harju, JanneWallin, RagnarHansson, Anders

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  • en-US
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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  • asciidoc
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