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Interior-point algorithms for semidefinite programming problems derived from the KYP lemma. (English) Zbl 1070.90083
Henrion, Didier (ed.) et al., Positive polynomials in control. Berlin: Springer (ISBN 3-540-23948-0/pbk). Lecture Notes in Control and Information Sciences 312, 195-238 (2005).
Summary: 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.
For the entire collection see [Zbl 1059.93002].
Reviewer: Reviewer (Berlin)

MSC:
90C22 Semidefinite programming
90C51 Interior-point methods
93B40 Computational methods in systems theory (MSC2010)
93D09 Robust stability
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