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Efficiently Solving Semidefinite Programs Originating from the KYP Lemma using Standard Primal-Dual Solvers
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.
University of California, CA, USA.
2003 (English)Report (Other academic)
Abstract [en]

Semidefinite programs (SDPs) originating from the Kalman-Yakubovich-Popov lemma often have a large number of variables. Standard solvers for semidefinite programs cannot handle problems of this size. Much research has been invested in developing customized solvers for such problems. In this paper we show that it is possible to use standard primal-dual SDP solvers if we reduce the number of variables in the dual SDP. The interesting variables in the primal SDP can be recovered from the solution.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 8 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2503
Keyword [en]
Robustness analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55924ISRN: LiTH-ISY-R, 2503OAI: oai:DiVA.org:liu-55924DiVA: diva2:316808
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-02Bibliographically approved

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Wallin, Ragnar

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
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