A Decomposition Approach for Solving

نویسندگان

  • R. Wallin
  • C.-Y. Kao
  • A. Hansson
چکیده

Semidefinite programs originating from the Kalman-Yakubovich-Popov lemma are convex optimization problems and there exist polynomial time algorithms that solve them. However, the number of variables is often very large making the computational time extremely long. Algorithms more efficient than general purpose solvers are thus needed. In this paper a generalized Benders decomposition algorithm is applied to the problem to improve efficiency. Copyright c © 2005 IFAC

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تاریخ انتشار 2005