基于卡尔曼-雅库博维奇-波波夫引理的半定规划求解器

2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508) Pub Date : 2004-09-02 DOI:10.1109/CACSD.2004.1393841

R. Wallin, A. Hansson

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引用次数: 17

摘要

由卡尔曼-雅库博维奇-波波夫引理导出的半定程序在控制和信号处理应用中非常常见。这些程序通常是高维的，这使得它们很难或不可能用通用的求解器来求解。KYPD是针对KYPD - sdp的定制求解器，它利用了优化问题的固有结构，从而显著提高了效率

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KYPD: a solver for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma

Semidefinite programs derived from the Kalman-Yakubovich-Popov lemma are quite common in control and signal processing applications. The programs are often of high dimension making them hard or impossible to solve with general-purpose solvers. KYPD is a customized solver for KYP-SDPs that utilizes the inherent structure of the optimization problem thus improving efficiency significantly

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2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508)

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