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- Hansson, AndersLinköpings universitet,Reglerteknik,Tekniska högskolan (author)
Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions
- Article/chapterEnglish2003
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- 2003
- printrdacarrier
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- LIBRIS-ID:oai:DiVA.org:liu-90310
- https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-90310URI
- https://doi.org/10.1109/CDC.2003.1271745DOI
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- Language:English
- Summary in:English
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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 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 and genre
- TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik Reglerteknik hsv//swe
- ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering hsv//eng
- Integral quadratic constraints
- Kalman-Yakubovich-Popov lemma
- Semidefinite programming
- Interior point methods
- TECHNOLOGY
- TEKNIKVETENSKAP
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- Gillberg, JonasLinköpings universitet,Reglerteknik,Tekniska högskolan(Swepub:liu)jongi06 (author)
- Linköpings universitetReglerteknik (creator_code:org_t)
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- In:Proceedings of the 42nd IEEE Conference on Decision and Control, s. 3824-3829 vol.40780379241
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