Utilizing Low Rank Properties when Solving KYP-SDPs
2006 (English)In: Proceedings of the 45th IEEE Conference on Decision and Control, 2006, 5150-5155 p.Conference paper (Refereed)
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.
Semidefinite programming, Kalman-Yakubovich-Popov lemma, Low rank
National CategoryEngineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-36051DOI: 10.1109/CDC.2006.376704Local ID: 29606ISBN: 1-4244-0171-2OAI: oai:DiVA.org:liu-36051DiVA: diva2:256899
45th IEEE Conference on Decision and Control, San Diego, CA, USA, December, 2006