A Decomposition Approach for Solving
نویسندگان
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
منابع مشابه
A Benders\' Decomposition Based Solution Method for Solving User Equilibrium Problem: Deterministic and Stochastic Cases
The traffic assignment problem is one of the most important problems for analyzing and optimizing the transportation network to find optimal flows. This study presented a new formulation based on a generalized Benders' decomposition approach to solve its important part, i.e. user equilibrium problems, in deterministic and stochastic cases. The new approach decomposed the problem into a master p...
متن کاملSolving a bi-objective location routing problem by a NSGA-II combined with clustering approach: application in waste collection problem
It is observed that the separated design of location for depots and routing for servicing customers often reach a suboptimal solution. So, solving location and routing problem simultaneously could achieve better results. In this paper, waste collection problem is considered with regard to economic and societal objective functions. A non-dominated sorting genetic algorithm (NSGA-II) is used to l...
متن کاملSolving linear and nonlinear optimal control problem using modified adomian decomposition method
First Riccati equation with matrix variable coefficients, arising in optimal and robust control approach, is considered. An analytical approximation of the solution of nonlinear differential Riccati equation is investigated using the Adomian decomposition method. An application in optimal control is presented. The solution in different order of approximations and different methods of approximat...
متن کاملOn the Laplace transform decomposition algorithm for solving nonlinear differential equations
متن کامل
An assessment of a semi analytical AG method for solving two-dimension nonlinear viscous flow
In this investigation, attempts have been made to solve two-dimension nonlinear viscous flow between slowly expanding or contracting walls with weak permeability by utilizing a semi analytical Akbari Ganji's Method (AGM). As regard to previous papers, solving of nonlinear equations is difficult and the results are not accurate. This new approach is emerged after comparing the achieved solutions...
متن کاملA new algorithm for solving Van der Pol equation based on piecewise spectral Adomian decomposition method
In this article, a new method is introduced to give approximate solution to Van der Pol equation. The proposed method is based on the combination of two different methods, the spectral Adomian decomposition method (SADM) and piecewise method, called the piecewise Adomian decomposition method (PSADM). The numerical results obtained from the proposed method show that this method is an...
متن کامل