DocumentCode :
404053
Title :
Polynomial complexity for a Nesterov-Todd potential-reduction method with inexact search directions
Author :
Gillberg, Jonas ; Hansson, Anders
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
Volume :
4
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
3824
Abstract :
In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method to the Schur complement equation. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
Keywords :
Lyapunov matrix equations; Popov criterion; conjugate gradient methods; convergence of numerical methods; mathematical programming; polynomials; Kalman-Yakubovich-Popov lemma; Lyapunov equations; Nesterov-Todd potential reduction method; Nesterov-Todd search directions; Schur complement equation; conjugate gradient method; inexact search directions; interior point method; polynomial complexity; polynomial convergence; semidefinite programs; Artificial intelligence; Automatic control; Control nonlinearities; Convergence; Gradient methods; Integral equations; Nonlinear equations; Polynomials; Robust control; Symmetric matrices;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1271745
Filename :
1271745
Link To Document :
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