Specialized fast algorithms for IQC feasibility and optimization problems

摘要: The conventional way to treat integral quadratic constraint (IQC) problems is transform them into semi-definite programs (SDPs). SDPs can then be solved using interior point methods which have been proven efficient. This approach, however, not always the most efficient since it introduces additional decision variables SDP, and sometimes largely increase complexity of problem. In this paper, we demonstrate how solve IQC by other alternatives. More specifically, consider two cutting plane algorithms. We will show that in certain cases these algorithms much faster than approach. Numerical examples, as well some explanations from view computational complexity, are provided support our point.