Structure Exploitation in Semi-Definite Programs for Systems Analysis
2008 (English)Report (Other academic)
A wide variety of problems involving analysis of systems can be rewritten as a semidefinite program. When solving these problems optimization algorithms are used. Large size makes the problems unsolvable in practice and computationally more effective solvers are needed. This paper investigates how to exploit structure and problem knowledge in some control applications. It is shown that inexact search directions are useful to reduce the computational burden and that operator formalism can be utilized to derive tailored calculations.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2008. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2837
Optimization, Linear matrix inequalities, Semidefinite programming, Interior-point methods, Iterative methods
IdentifiersURN: urn:nbn:se:liu:diva-56159ISRN: LiTH-ISY-R-2837OAI: oai:DiVA.org:liu-56159DiVA: diva2:316938