کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
698324 | 890403 | 2008 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A cutting plane method for solving KYP-SDPs
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Semidefinite programs originating from the Kalman–Yakubovich–Popov lemma are convex optimization problems and there exist polynomial time algorithms that solve them. However, the number of variables is often very large making the computational time extremely long. Algorithms more efficient than general purpose solvers are thus needed. To this end structure exploiting algorithms have been proposed, based on the dual formulation. In this paper a cutting plane algorithm is proposed. In a comparison with a general purpose solver and a structure exploiting solver it is shown that the cutting plane based solver can handle optimization problems of much higher dimension.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 44, Issue 2, February 2008, Pages 418–429
Journal: Automatica - Volume 44, Issue 2, February 2008, Pages 418–429
نویسندگان
Ragnar Wallin, Chung-Yao Kao, Anders Hansson,