Efficient Implementations of Interior-Point Methods for Integral Quadratic Constraints
2001 (English)In: Proceedings of the Fourth SIAM Conference on Linear Algebra in Signals, Systems and Control, 2001Conference paper (Refereed)
We describe two strategies for exploiting structure in implementations of interior-point methods for the semidefinite programs (SDPs) that result from integral quadratic constraints. The first approach uses inexact search directions computed by the conjugate gradient algorithm. In the second approach we solve the problem via the dual. Simplifying the dual problem results in an SDP that has fewer variables (O(n)) than the primal SDP (O(n2) variables), and that can be solved efficiently using standard methods.
Place, publisher, year, edition, pages
Integral quadratic constraints, Semidefinite programs
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-91139OAI: oai:DiVA.org:liu-91139DiVA: diva2:618395
Fourth SIAM Conference on Linear Algebra in Signals, Systems and Control, Boston, MA, USA, August, 2001