A Decomposition Approach for Solving KYP-SDPs
2004 (English)Report (Other academic)
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. In this paper a generalized Benders decomposition algorithm is applied to the problem to improve efficiency.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2004. , 15 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2621
Semidenite programming, Kalman-Yakubovich-Popov lemma, Benders decomposition
IdentifiersURN: urn:nbn:se:liu:diva-55992ISRN: LiTH-ISY-R-2621OAI: oai:DiVA.org:liu-55992DiVA: diva2:316741