Title :
A decomposition algorithm for KYP-SDPs
Author :
Falkeborn, Rikard ; Hansson, Anders
Abstract :
In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, where some of the constraints appear as complicating constraints is presented. A decomposition algorithm is proposed, where the structure of the problem can be utilized. In a numerical example, where a controller that minimizes the sum of the H2-norm and the H∞-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD.
Keywords :
H∞ control; Kalman filters; control system synthesis; optimisation; H∞-norm; H2-norm; KYP-SDP; Kalman-Yakubovich-Popov lemma; decomposition algorithm; structure exploiting algorithm; Algorithm design and analysis; Bismuth; Europe; Optimization; Signal processing algorithms; Standards; Symmetric matrices;
Conference_Titel :
Control Conference (ECC), 2009 European
Conference_Location :
Budapest
Print_ISBN :
978-3-9524173-9-3
