A Decomposition Algorithm for KYP-SDPs/Discussion on: "A Decomposition Algorithm for KYP-SDPs"/Final Comments by the Authors R. Falkeborn, A. Hansson

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 num...

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Bibliographic Details
Published inEuropean journal of control Vol. 18; no. 3; p. 249
Main Authors Falkeborn, Rikard, Hansson, Anders, Oishi, Yasuaki
Format Journal Article
LanguageEnglish
Published Philadelphia Elsevier Limited 01.05.2012
Subjects
Kalman filters
Linear programming
Matrix
Numerical analysis
Optimization algorithms
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Summary: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 H^sub 2^-norm and the H^sub ∞^-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD. [PUBLICATION ABSTRACT]
ISSN:0947-3580
1435-5671