Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions
2003 (English)In: Proceedings of the 42nd IEEE Conference on Decision and Control, 2003, 3824-3829 vol.4 p.Conference paper (Refereed)
In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method to the Schur complement equation. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
Place, publisher, year, edition, pages
2003. 3824-3829 vol.4 p.
Integral quadratic constraints, Kalman-Yakubovich-Popov lemma, Semidefinite programming, Interior point methods
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-90310DOI: 10.1109/CDC.2003.1271745ISBN: 0-7803-7924-1OAI: oai:DiVA.org:liu-90310DiVA: diva2:613622
42nd IEEE Conference on Decision and Control, Maui, HI, USA, December, 2003