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A Cutting Plane Method for Solving KYP-SDPs
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Melbourne, Australia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2008 (English)In: Automatica, ISSN 0005-1098, Vol. 44, no 2, 418-429 p.Article in journal (Refereed) Published
Abstract [en]

Semidefinite programs originating from the Kalman-Yakubovich-Popov lemma are convex optimization problems and there exist polynomial time algorithms that solve them. However, the number of variables is often very large making the computational time extremely long. Algorithms more efficient than general purpose solvers are thus needed. To this end structure exploiting algorithms have been proposed, based on the dual formulation. In this paper a cutting plane algorithm is proposed. In a comparison with a general purpose solver and a structure exploiting solver it is shown that the cutting plane based solver can handle optimization problems of much higher dimension.

Place, publisher, year, edition, pages
Elsevier, 2008. Vol. 44, no 2, 418-429 p.
Keyword [en]
Semidefinite programming, Kalman-Yakubovich-Popov lemma, Cutting plane method, Stability analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-44704DOI: 10.1016/j.automatica.2007.06.026Local ID: 77384OAI: oai:DiVA.org:liu-44704DiVA: diva2:265566
Note

© 2007 Elsevier Ltd. All rights reserved.

Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-07-22

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Wallin, RagnarHansson, Anders

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