### Optimization and Systems Theory Seminar

Friday, March 12, 2004, 11.00-12.00, Room 3721, Lindstedtsv. 25

** Ragnar Wallin**

Division of Automatic Control

Department of Electrical Engineering

Linköping University

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Efficiently solving semidefinite programs originating from the
Kalman-Yakubovich-Popov lemma using general purpose SDP solvers

Many important applications of semidefinite programming in automatic
control and signal processing involve constraints originating from the
Kalman-Yakubovich-Popov lemma. Often the number of variables is very
large making it difficult to use general purpose SDP solvers. However,if
the structure of the SDP is utilized it is possible to solve a reduced
order problem and afterwards reconstruct the solution to the original
problem. This will reduce the computational cost significantly making it
possible to solve large problems in reasonable time. Another advantage
is that any general purpose primal-dual SDP solver can be used.

Some extensions to further improve efficency will also be discussed.
This will require customized software though.

Calendar of seminars

*Last update: March 4, 2004 by Anders Forsgren.
*