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  • Hansson, Anders, et al. (author)
  • Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions
  • 2003
  • In: Proceedings of the 42nd IEEE Conference on Decision and Control. - 0780379241 ; , s. 3824-3829 vol.4
  • Conference paper (peer-reviewed)abstract
    • In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method to the Schur complement equation. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
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Type of publication
conference paper (1)
Type of content
peer-reviewed (1)
Author/Editor
Hansson, Anders (1)
Gillberg, Jonas (1)
University
Linköping University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Engineering and Technology (1)
Year
2003 (1)

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