Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions : Examples related to the KYP Lemma

• 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 on the Schur complement equations. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior 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

Lyapunov matrix equations

Popov criterion

Polynomials

KYP lemma

Automatic control

Reglerteknik

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)