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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

  • BookEnglish2003

Publisher, publication year, extent ...

  • Linköping :Linköping University Electronic Press,2003
  • 17 s.
  • electronicrdacarrier

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  • LIBRIS-ID:oai:DiVA.org:liu-55930
  • https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55930URI

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  • Language:English
  • Summary in:English

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  • Subject category:vet swepub-contenttype
  • Subject category:rap swepub-publicationtype

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  • LiTH-ISY-R,1400-3902 ;2511

Notes

  • 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)
  • Linköpings universitetReglerteknik (creator_code:org_t)

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