A Tailored Inexact Interior-Point Method for Systems Analysis
2008 (English)Report (Other academic)
Within the area of system analysis there are multiple problem formulations that can be rewritten as semideﬁniteprograms. Increasing demand on computational efﬁciency andability to solve large scale problems make the available genericsolvers inadequate. In this paper structure knowledge is utilizedto derive tailored calculations and to incorporate adaptationto the different properties that appear in a proposed inexactinterior-point method.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2008. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2851
Optimization, Linear matrix inequalities, Semidefinite programming, Interior-point methods, Iterative methods
IdentifiersURN: urn:nbn:se:liu:diva-56164ISRN: LiTH-ISY-R-2851OAI: oai:DiVA.org:liu-56164DiVA: diva2:316931