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A Structure Exploit...
A Structure Exploiting Preprocessor for Semidefinite Programs Derived From the Kalman-Yakubovich-Popov Lemma
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- Wallin, Ragnar (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Hansson, Anders (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Harju Johansson, Janne (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- 2009
- 2009
- English.
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In: IEEE Transactions on Automatic Control. - 0018-9286 .- 1558-2523. ; 54:4, s. 697-704
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- Semidefinite programs derived from the Kalman-Yakubovich-Popov (KYP) lemma are quite common in control and signal processing applications. The programs are often of high dimension which makes them hard or impossible to solve with general-purpose solvers. Here we present a customized preprocessor, KYPD, that utilizes the inherent structure of this particular optimization problem. The key to an efficient implementation is to transform the optimization problem into an equivalent semidefinite program. This equivalent problem has much fewer variables and the matrices in the linear matrix inequality constraints are of low rank. KYPD can use any primal-dual solver for semidefinite programs as an underlying solver.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- Kalman-Yakubovich-Popov (KYP) lemma
- Semidefinite programs (SDPs)
- TECHNOLOGY
- TEKNIKVETENSKAP
- Automatic control
- Reglerteknik
Publication and Content Type
- ref (subject category)
- art (subject category)
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