Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma

Vandenberghe, Lieven; Balakrishnan, V. Ragu; Wallin, Ragnar; Hansson, Anders; Roh, Tae

doi:10.1007/10997703_12

Lieven Vandenberghe¹,
V. Ragu Balakrishnan²,
Ragnar Wallin³,
Anders Hansson³ &
…
Tae Roh¹

Part of the book series: Lecture Notes in Control and Information Science ((LNCIS,volume 312))

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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.

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Authors and Affiliations

Department of Electrical Engineering, University of California, Los Angeles.,
Lieven Vandenberghe & Tae Roh
School of Electrical and Computer Engineering, Purdue University.,
V. Ragu Balakrishnan
Division of Automatic Control, Department of Electrical Engineering, Linköping University.,
Ragnar Wallin & Anders Hansson

Authors

Lieven Vandenberghe
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V. Ragu Balakrishnan
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Ragnar Wallin
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Anders Hansson
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Tae Roh
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Didier Henrion Andrea Garulli

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Vandenberghe, L., Balakrishnan, V.R., Wallin, R., Hansson, A., Roh, T. Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma. In: Henrion, D., Garulli, A. (eds) Positive Polynomials in Control. Lecture Notes in Control and Information Science, vol 312. Springer, Berlin, Heidelberg. https://doi.org/10.1007/10997703_12

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DOI: https://doi.org/10.1007/10997703_12
Published: 04 August 2005
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23948-2
Online ISBN: 978-3-540-31594-0
eBook Packages: EngineeringEngineering (R0)

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