Title :
A new barrier function for IQC optimization problems
Author :
Kao, C.-Y. ; Megretski, A.
Author_Institution :
Dept. of Autom. Control, Lund Inst. of Technol., Sweden
Abstract :
In this paper, we propose a new barrier function for optimization problems with integral quadratic constraints (IQC). The new barrier function is used to construct an interior point algorithm, which solves IQC optimization problems in a more efficient fashion. Numerical tests as well as worst-case computational complexity analysis are performed to evaluate the efficiency of the proposed algorithm.
Keywords :
Hessian matrices; Lyapunov methods; computational complexity; gradient methods; numerical analysis; optimisation; Lyapunov equation; barrier function; integral quadratic constraint; interior path-following algorithm; interior point algorithm; numerical test; optimization problem; worst-case computational complexity analysis; Algorithm design and analysis; Frequency; Linear matrix inequalities; Optimization methods; Performance analysis; Performance evaluation; Robust stability; State-space methods; Symmetric matrices; System testing;
Conference_Titel :
American Control Conference, 2003. Proceedings of the 2003
Print_ISBN :
0-7803-7896-2
DOI :
10.1109/ACC.2003.1240509
