Utilizing Low Rank Properties when Solving KYP-SDPs

• Semidefinite programs and especially those derived from the Kalman-Yakubovich-Popov lemma are quite common in control applications. KYPD is a dedicated solver for KYP-SDPs. It solves the optimization problem via the dual SDP. The solver is iterative. In each step a Hessian is formed and a linear system of equations is solved. The calculations can be performed much faster if we utilize sparsity and low rank structure. We show how to transform a dense optimization problem into a sparse one with low rank structure. A customized calculation of the Hessian is presented and investigated.

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

Semidefinite programming

Kalman-Yakubovich-Popov lemma

Low rank

TECHNOLOGY

TEKNIKVETENSKAP

Automatic control

Publication and Content Type

ref (subject category)

kon (subject category)