A Tailored Inexact Interior-Point Method for Systems Analysis

• Within the area of system analysis there are multiple problem formulations that can be rewritten as semidefiniteprograms. Increasing demand on computational efficiency andability to solve large scale problems make the available genericsolvers inadequate. In this paper structure knowledge is utilizedto derive tailored calculations and to incorporate adaptationto the different properties that appear in a proposed inexactinterior-point method.

Ämnesord

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

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

Nyckelord

Optimization

Linear matrix inequalities

Semidefinite programming

Interior-point methods

Iterative methods

TECHNOLOGY

TEKNIKVETENSKAP

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