Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma
2005 (English)In: Positive Polynomials in Control / [ed] Henrion, Didier, Garulli, Andrea, Springer Berlin/Heidelberg, 2005, 195-238 p.Chapter in book (Refereed)
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.
, Lecture Notes in Control and Information Sciences, ISSN 0170-8643 ; 312
Kalman-Yakubovich-Popov lemma, Applications, Semidefinite programming solver
IdentifiersURN: urn:nbn:se:liu:diva-36980DOI: 10.1007/10997703_12Local ID: 33191ISBN: 3-540-23948-0OAI: oai:DiVA.org:liu-36980DiVA: diva2:257829