A Decomposition Algorithm for KYP-SDPs
2009 (English)Report (Other academic)
In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, where some of the constraints appear as complicating constraints is presented. A decomposition algorithm is proposed, where the structure of the problem can be utilized. In a numerical example, where a controller that minimizes the sum of the H2-norm and the H∞-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2009. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2919
Optimization, Optimization Methods
IdentifiersURN: urn:nbn:se:liu:diva-56211ISRN: LiTH-ISY-R-2919OAI: oai:DiVA.org:liu-56211DiVA: diva2:317018