On the Implementation of Primal-Dual Interior-Point Methods for Semidefinite Programming Problems Derived from the KYP Lemma
2003 (English)In: Proceedings of the 42nd IEEE Conference on Decision and Control, 2003, 4658-4663 vol.5 p.Conference paper (Refereed)
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.
Kalman-Yakubovich-Popov lemma, Linear matrix inequalities, computational complexity
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-90317DOI: 10.1109/CDC.2003.1272303ISBN: 0-7803-7924-1OAI: oai:DiVA.org:liu-90317DiVA: diva2:613617
42nd IEEE Conference on Decision and Control, Maui, HI, USA, December, 2003