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On the Implementation of Primal-Dual Interior-Point Methods for Semidefinite Programming Problems Derived from the KYP Lemma
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
UCLA, CA, USA.
Purdue University, IN, USA.
2003 (English)In: Proceedings of the 42nd IEEE Conference on Decision and Control, 2003, 4658-4663 vol.5 p.Conference paper, Published paper (Refereed)
Abstract [en]

We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class of problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve a reduction of the complexity by several orders of magnitude compared to general-purpose semidefinite programming solvers.

Place, publisher, year, edition, pages
2003. 4658-4663 vol.5 p.
Keyword [en]
Kalman-Yakubovich-Popov lemma, Linear matrix inequalities, computational complexity
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-90317DOI: 10.1109/CDC.2003.1272303ISBN: 0-7803-7924-1 (print)OAI: oai:DiVA.org:liu-90317DiVA: diva2:613617
Conference
42nd IEEE Conference on Decision and Control, Maui, HI, USA, December, 2003
Available from: 2013-03-29 Created: 2013-03-24 Last updated: 2013-03-29

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Wallin, RagnarHansson, Anders

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