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A Cutting Plane Met...
A Cutting Plane Method for Solving KYP-SDPs
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- Wallin, Ragnar, 1962- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Kao, Chung-Yao (författare)
- University of Melbourne, Australia
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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, 2006
- Engelska.
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- Semidefinite programs originating from the Kalman-Yakubovich-Popov lemma are convex optimization problems and there exist polynomial time algorithms that solve them. However, the number of variables is often very large making the computational time extremely long. Algorithms more efficient than general purpose solvers are thus needed. To this end structure exploiting algorithms have been proposed, based on the dual formulation. In this paper a cutting plane algorithm is proposed. In a comparison with a general purpose solver and a structure exploiting solver it is shown that the cutting plane based solver can handle optimization problems of much higher dimension.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Semidefinite programming
- Kalman-Yakubovich-Popov lemma
- Cutting plane method
- Stability analysis
- Automatic control
- Reglerteknik
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)