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Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions: Examples related to the KYP Lemma
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.
2003 (English)Report (Other academic)
Abstract [en]

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.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2511
Keyword [sv]
Lyapunov matrix equations, Popov criterion, Polynomials, KYP lemma
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55930ISRN: LiTH-ISY-R-2511OAI: oai:DiVA.org:liu-55930DiVA: diva2:316803
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-06-26Bibliographically approved

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Gillberg, JonasHansson, Anders

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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