Chordal sparsity, decomposing SDPs and the Lyapunov equation

  title={Chordal sparsity, decomposing SDPs and the Lyapunov equation},
  author={Richard P. Mason and Antonis Papachristodoulou},
  journal={2014 American Control Conference},
Analysis questions in control theory are often formulated as Linear Matrix Inequalities and solved using convex optimisation algorithms. For large LMIs it is important to exploit structure and sparsity within the problem in order to solve the associated Semidefinite Programs efficiently. In this paper we decompose SDPs by taking advantage of chordal sparsity, and apply our method to the problem of constructing Lyapunov functions for linear systems. By choosing Lyapunov functions with a chordal… CONTINUE READING


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