Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions : Examples related to the KYP Lemma
2003
Online
Elektronische Ressource
In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method on the Schur complement equations. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
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Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions : Examples related to the KYP Lemma
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Veröffentlichung: | 2003 |
Medientyp: | Elektronische Ressource |
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