A Decomposition Algorithm for KYP-SDPs

• In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, where some of the constraints appear as complicating constraints is presented. A decomposition algorithm is proposed, where the structure of the problem can be utilized. In a numerical example, where a controller that minimizes the sum of the H2-norm and the H∞-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD.

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Optimization

Optimization Algorithms

Optimization, systems theory

Optimeringslära, systemteori

TECHNOLOGY

TEKNIKVETENSKAP

Publikations- och innehållstyp

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