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Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma
University of California, Los Angeles, USA.
Purdue University, Richmond, IN, USA.
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.
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2005 (English)In: Positive Polynomials in Control / [ed] Henrion, Didier, Garulli, Andrea, Springer Berlin/Heidelberg, 2005, 195-238 p.Chapter in book (Refereed)
Abstract [en]

We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class of problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve a reduction of the complexity by several orders of magnitude compared to general-purpose semidefinite programming solvers.

Place, publisher, year, edition, pages
Springer Berlin/Heidelberg, 2005. 195-238 p.
Series
Lecture Notes in Control and Information Sciences, ISSN 0170-8643 ; 312
Keyword [en]
Kalman-Yakubovich-Popov lemma, Applications, Semidefinite programming solver
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36980DOI: 10.1007/10997703_12Local ID: 33191ISBN: 3-540-23948-0 (print)OAI: oai:DiVA.org:liu-36980DiVA: diva2:257829
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-12-16

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Publisher's full textfind book at a swedish library/hitta boken i ett svenskt bibliotek

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Wallin, RagnarHansson, Anders

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