Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma
作者： Lieven Vandenberghe , V. Ragu Balakrishnan , Ragnar Wallin , Anders Hansson , Tae Roh
DOI: 10.1007/10997703_12
关键词:
摘要: We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve reduction complexity by several orders magnitude compared to general-purpose programming solvers.
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