Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions: Examples related to the KYP Lemma
2003 (English)Report (Other academic)
In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method on the Schur complement equations. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 17 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2511
Lyapunov matrix equations, Popov criterion, Polynomials, KYP lemma
IdentifiersURN: urn:nbn:se:liu:diva-55930ISRN: LiTH-ISY-R-2511OAI: oai:DiVA.org:liu-55930DiVA: diva2:316803