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

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

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

Nyckelord

Kalman-Yakobovic-Popov lemma

Decomposition

Lagrangian relaxation

Linear matrix inequality

Automatic control

Reglerteknik

Publikations- och innehållstyp

ref (ämneskategori)

art (ämneskategori)