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Efficient Implementations of Interior-Point Methods for Integral Quadratic Constraints
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.
2001 (English)In: Proceedings of the Fourth SIAM Conference on Linear Algebra in Signals, Systems and Control, 2001Conference paper, Published paper (Refereed)
Abstract [en]

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
2001.
Keyword [en]
Integral quadratic constraints, Semidefinite programs
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-91139OAI: oai:DiVA.org:liu-91139DiVA: diva2:618395
Conference
Fourth SIAM Conference on Linear Algebra in Signals, Systems and Control, Boston, MA, USA, August, 2001
Available from: 2013-04-27 Created: 2013-04-17 Last updated: 2013-04-27

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Hansson, AndersWallin, Ragnar

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