Sökning: onr:"swepub:oai:DiVA.org:liu-73358" >
Low-Rank Exploitati...
Low-Rank Exploitation in Semidefinite Programming for Control
-
- Falkeborn, Rikard (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
- Löfberg, Johan, 1974- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
- Hansson, Anders (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
(creator_code:org_t)
- Taylor & Francis, 2011
- 2011
- Engelska.
-
Ingår i: International Journal of Control. - : Taylor & Francis. - 0020-7179 .- 1366-5820. ; 84:12, s. 1975-1982
- Relaterad länk:
-
http://urn.kb.se/res...
-
visa fler...
-
https://liu.diva-por... (primary) (Raw object)
-
http://liu.diva-port...
-
https://urn.kb.se/re...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- Many control-related problems can be cast as semidefinite programs. Even though there exist polynomial time algorithms and excellent publicly available solvers, the time it takes to solve these problems can be excessive. What many of these problems have in common, in particular in control, is that some of the variables enter as matrix-valued variables. This leads to a low-rank structure in the basis matrices which can be exploited when forming the Newton equations. In this article, we describe how this can be done, and show how our code, called STRUL, can be used in conjunction with the semidefinite programming solver SDPT3. The idea behind the structure exploitation is classical and is implemented in LMI Lab, but we show that when using a modern semidefinite programming framework such as SDPT3, the computational time can be significantly reduced. Finally, we describe how the modelling language YALMIP has been changed in such a way that our code, which can be freely downloaded, can be interfaced using standard YALMIP commands. This greatly simplifies modelling and usage.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Optimization
- Semidefinite programming
- Linear matrix inequalities
- Interior point methods
- Modeling software
- Automatic control
- Reglerteknik
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
Hitta via bibliotek
Till lärosätets databas