Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma

• We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class of problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve a reduction of the complexity by several orders of magnitude compared to general-purpose semidefinite programming solvers.

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 lemma

Applications

Semidefinite programming solver

TECHNOLOGY

TEKNIKVETENSKAP

Publication and Content Type

ref (subject category)

kap (subject category)