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A Primal-Dual Potential Reduction Method for Integral Quadratic Constraints
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Univeristy of California, LA, USA.
2001 (English)In: Proceedings of the 2001 American Control Conference, IEEE , 2001, Vol. 4, 3013-3018 p.Conference paper (Refereed)
Abstract [en]

We discuss how to implement an efficient interior-point algorithm for semi-definite programs that result from integral quadratic constraints. The algorithm is a primal-dual potential reduction method, and the computational effort is dominated by a least-squares system that has to be solved in each iteration. The key to an efficient implementation is to utilize iterative methods and the specific structure of integral quadratic constraints. The algorithm has been implemented in Matlab. To give a rough idea of the efficiencies obtained, it is possible to solve problems resulting in a linear matrix inequality of dimension 130 × 130 with approximately 5000 variables in about 5 minutes on a lap-top. Problems with approximately 20000 variable and a linear matrix inequality of dimension 230 × 230 are solved in about 45 minutes. It is not assumed that the system matrix has no eigenvalues on the imaginary axis, nor is it assumed that it is Hurwitz.

Place, publisher, year, edition, pages
IEEE , 2001. Vol. 4, 3013-3018 p.
Keyword [en]
Linear matrix inequality, Integral quadratic constraint, Semi-definite program, Interior-point method, Robust control
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-90841DOI: 10.1109/ACC.2001.946375ISBN: 0-7803-6495-3OAI: diva2:615792
2001 American Control Conference, 25-27 June 2001, Arlinton, VA, USA
Available from: 2013-04-12 Created: 2013-04-07 Last updated: 2015-04-16

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ReferencesLink to record
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