Efficiently Solving Semidefinite Programs Originating from the KYP Lemma using Standard Primal-Dual Solvers
2003 (English)Report (Other academic)
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.
LiTH-ISY-R, ISSN 1400-3902 ; 2503
IdentifiersURN: urn:nbn:se:liu:diva-55924ISRN: LiTH-ISY-R, 2503OAI: oai:DiVA.org:liu-55924DiVA: diva2:316808