Utilizing low rank properties when solving KYP-SDPs
2006
Online
Elektronische Ressource
Semidefinite programs and especially those derived from the Kalman-Yakubovich- Popov lemma are quite common in control applications. KYPD is a dedicated solver for KYP-SDPs. It solves the optimization problem via the dual SDP. The solver is iterative. In each step a Hessian is formed and a linear system of equations is solved. The calculations can be performed much faster if we utilize sparsity and low rank structure. We show how to transform a dense optimization problem into a sparse one with low rank structure. A customized calculation of the Hessian is presented and investigated
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Utilizing low rank properties when solving KYP-SDPs
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Veröffentlichung: | 2006 |
Medientyp: | Elektronische Ressource |
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