Low-rank exploitation in semidefinite programming for control
نویسندگان
چکیده
منابع مشابه
Computational enhancements in low-rank semidefinite programming
We discuss computational enhancements for the low-rank semidefinite programming algorithm, including the extension to block semidefinite programs, an exact linesearch procedure, and a dynamic rank reduction scheme. A truncated Newton method is also introduced, and several preconditioning strategies are proposed. Numerical experiments illustrating these enhancements are provided.
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متن کاملLowrank exploitation in semidefinite programming for control, Report no. LiTH-ISY-R-2927
Many control related problems can be cast as semidefinite programs but, even though there exist polynomial time algorithms and good publicly available solvers, the time it takes to solve these problems can be long. Something many of these problems have in common, is that some of the variables enter as matrix valued variables. This leads to a low-rank structure in the basis matrices which can be...
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ژورنال
عنوان ژورنال: International Journal of Control
سال: 2011
ISSN: 0020-7179,1366-5820
DOI: 10.1080/00207179.2011.631148