Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions

• 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 to the Schur complement equation. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.

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

Integral quadratic constraints

Kalman-Yakubovich-Popov lemma

Semidefinite programming

Interior point methods

TECHNOLOGY

TEKNIKVETENSKAP

Publication and Content Type

ref (subject category)

kon (subject category)