Interior-point methods
for semidefinite programming problems derived from the KYP lemma
Interior-point methods
for semidefinite programming problems derived from the KYP lemma
L. Vandenberghe, V. Balakrishnan, R. Wallin, A. Hansson and T. Roh
In Positive Polynomials in Control,
A. Garulli and D. Henrion,
editors, Lectures Notes in Control and Information Science,
Springer, vol 312, pp. 195-238, 2005.
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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