Title
Specialized fast algorithms for IQC feasibility and optimization problems
Abstract
The conventional way to treat integral quadratic constraint (IQC) problems is to transform them into semi-definite programs (SDPs). SDPs can then be solved using interior point methods which have been proven efficient. This approach, however, is not always the most efficient since it introduces additional decision variables to the SDP, and the additional decision variables sometimes largely increase the complexity of the problem. In this paper, we demonstrate how to solve IQC problems by other alternatives. More specifically, we consider two cutting plane algorithms. We will show that in certain cases these cutting plane algorithms can solve IQC problems much faster than the conventional approach. Numerical examples, as well as some explanations from the point of view of computational complexity, are provided to support our point.
Year
DOI
Venue
2004
10.1016/j.automatica.2003.09.016
Automatica
Keywords
Field
DocType
Integral quadratic constraint,Cutting plane method,Semidefinite programming,Stability analysis,Positive real lemma
Mathematical optimization,Cutting-plane method,Computational mathematics,Algorithm,Quadratic equation,Numerical analysis,Interior point method,Optimization problem,Semidefinite programming,Mathematics,Computational complexity theory
Journal
Volume
Issue
ISSN
40
2
Automatica
Citations 
PageRank 
References 
17
1.48
13
Authors
3
Name
Order
Citations
PageRank
Chung-Yao Kao138232.82
Alexandre Megretski2625112.25
Ulf Jönsson326028.30