A Decomposition Algorithm for KYP-SDPs
2012 (English)In: European Journal of Control, ISSN 0947-3580, E-ISSN 1435-5671, Vol. 18, no 3, 249-256 p.Article in journal (Refereed) Published
In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalmatz-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 stun of the H-2-norm and the H-infinity-norm is designed, the algorithm, is shown to be faster than SeDuMi and the special purpose solver KYPD.
Place, publisher, year, edition, pages
Hermes Science Publications, 2012. Vol. 18, no 3, 249-256 p.
Kalman-Yakobovic-Popov lemma, Decomposition, Lagrangian relaxation, Linear matrix inequality
IdentifiersURN: urn:nbn:se:liu:diva-81511DOI: 10.3166/EJC.18.249-256ISI: 000307033900004OAI: oai:DiVA.org:liu-81511DiVA: diva2:553051