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Polynomial Complexi...
Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions : Examples related to the KYP Lemma
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- Gillberg, Jonas (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Hansson, Anders (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Linköping University Electronic Press, 2003
- Engelska 17 s.
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Serie: LiTH-ISY-R, 1400-3902 ; 2511
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Abstract
Ämnesord
Stäng
- 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)