Title :
On the implementation of primal-dual interior-point methods for semidefinite programming problems derived from the KYP lemma
Author :
Vandenberghe, Lieven ; Ragu Balakrishnan, V. ; Wallin, Ragnar ; Hansson, Aiiders
Author_Institution :
Dept. of Electr. Eng., UCLA, Los Angeles, CA, USA
Abstract :
We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class of problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve a reduction of the complexity by several orders of magnitude compared to general-purpose semidefinite programming solvers.
Keywords :
computational complexity; linear matrix inequalities; mathematical programming; Kalman-Yakubovich-Popov lemma; LMI; complexity reduction; linear matrix inequalities; primal dual interior point methods; semidefinite programming; signal processing; Automatic control; Constraint optimization; Costs; Eigenvalues and eigenfunctions; Frequency domain analysis; Linear matrix inequalities; Process control; Signal processing; Software packages; Symmetric matrices;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272303
