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Polynomial Complexi...
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Gillberg, JonasLinköpings universitet,Reglerteknik,Tekniska högskolan
(author)
Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions : Examples related to the KYP Lemma
Publisher, publication year, extent ...
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Linköping :Linköping University Electronic Press,2003
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17 s.
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electronicrdacarrier
Numbers
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LIBRIS-ID:oai:DiVA.org:liu-55930
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55930URI
Supplementary language notes
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Language:English
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Summary in:English
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Classification
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Subject category:vet swepub-contenttype
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Subject category:rap swepub-publicationtype
Series
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LiTH-ISY-R,1400-3902 ;2511
Notes
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In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method on the Schur complement equations. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
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Hansson, AndersLinköpings universitet,Reglerteknik,Tekniska högskolan(Swepub:liu)andha17
(author)
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Linköpings universitetReglerteknik
(creator_code:org_t)
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