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Polynomial Complexi...
Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions
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- Hansson, Anders (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Gillberg, Jonas (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- 2003
- 2003
- Engelska.
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Ingår i: Proceedings of the 42nd IEEE Conference on Decision and Control. - 0780379241 ; , s. 3824-3829 vol.4
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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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 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.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Integral quadratic constraints
- Kalman-Yakubovich-Popov lemma
- Semidefinite programming
- Interior point methods
- TECHNOLOGY
- TEKNIKVETENSKAP
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- kon (ämneskategori)
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