Sökning: id:"swepub:oai:DiVA.org:liu-90841" >
A Primal-Dual Poten...
A Primal-Dual Potential Reduction Method for Integral Quadratic Constraints
-
- Hansson, Anders (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
- Vandenberghe, Lieven (författare)
- Univeristy of California, LA, USA
-
(creator_code:org_t)
- IEEE, 2001
- 2001
- Engelska.
-
Ingår i: Proceedings of the 2001 American Control Conference. - : IEEE. - 0780364953 ; , s. 3013-3018
- Relaterad länk:
-
https://urn.kb.se/re...
-
visa fler...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- We discuss how to implement an efficient interior-point algorithm for semi-definite programs that result from integral quadratic constraints. The algorithm is a primal-dual potential reduction method, and the computational effort is dominated by a least-squares system that has to be solved in each iteration. The key to an efficient implementation is to utilize iterative methods and the specific structure of integral quadratic constraints. The algorithm has been implemented in Matlab. To give a rough idea of the efficiencies obtained, it is possible to solve problems resulting in a linear matrix inequality of dimension 130 × 130 with approximately 5000 variables in about 5 minutes on a lap-top. Problems with approximately 20000 variable and a linear matrix inequality of dimension 230 × 230 are solved in about 45 minutes. It is not assumed that the system matrix has no eigenvalues on the imaginary axis, nor is it assumed that it is Hurwitz.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Linear matrix inequality
- Integral quadratic constraint
- Semi-definite program
- Interior-point method
- Robust control
- TECHNOLOGY
- TEKNIKVETENSKAP
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
Hitta via bibliotek
Till lärosätets databas