Abstract
We discuss fast implementations of primal-dual interior-point methods for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, a class of problems that are widely encountered in control and signal processing applications. By exploiting problem structure we achieve a reduction of the complexity by several orders of magnitude compared to general-purpose semidefinite programming solvers.
Keywords
Semidefinite programmingInterior point methodLemma (botany)Semidefinite embeddingSecond-order cone programmingComputer sciencePositive-definite matrixDual (grammatical number)Mathematical optimizationClass (philosophy)Point (geometry)MathematicsQuadratically constrained quadratic programQuadratic programmingConvex optimizationArtificial intelligence
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Publication Info
- Year
- 2004
- Type
- article
- Pages
- 4658-4663
- Citations
- 11
- Access
- Closed
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Cite This
Lieven Vandenberghe,
V. Balakrishnan,
Ragnar Wallin
et al.
(2004).
On the implementation of primal-dual interior-point methods for semidefinite programming problems derived from the KYP lemma.
, 4658-4663.
https://doi.org/10.1109/cdc.2003.1272303
Identifiers
- DOI
- 10.1109/cdc.2003.1272303