An inexact interior-point method for system analysis
نویسندگان
چکیده
(Rece;"cd 00 Monlh 20Ox; final ...,rsiaH recei"ed 00 Monlh £OOX) In this paper a primal-dual interior-point algorithm for semidefinite programming that can be used for analrzing e.g_ polytopic linear difleTential indusions is tailored in order to be more computationally efficient. The key to th" speedup is to allow for inexact ..,,,rch directions in the inteciOT_point algorithm. Th.,..., are obtained be aborti"g IU' itenl.tive so"'er for colllputing the. the algorithm is gi,-en. 1''''0 different preconditioner, for the iterative soh'"r ase propoood. Th" speedup ill in many ca.>cs more than an order of magnitude. Moroover. the propoood algorithm can be used to analyze much larger problems"" compared to what is poossible with off-the-shelf interior-j>oiot ""Ivers.
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ورودعنوان ژورنال:
- Int. J. Control
دوره 83 شماره
صفحات -
تاریخ انتشار 2010