On the implementation of primal-dual interior-point methods
for semidefinite programming problems derived from the KYP lemma
On the implementation of primal-dual interior-point methods
for semidefinite programming problems derived from the KYP lemma
L. Vandenberghe, V. Balakrishnan, R. Wallin and A. Hansson
In Proc. IEEE Conference on Decision and Control,
Maui, Hawaii, pages 4658-4663, December 2003
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 porgramming solvers.
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