Chordal sparsity, decomposing SDPs and the Lyapunov equation

@article{Mason2014ChordalSD,
  title={Chordal sparsity, decomposing SDPs and the Lyapunov equation},
  author={Richard P. Mason and Antonis Papachristodoulou},
  journal={2014 American Control Conference},
  year={2014},
  pages={531-537}
}
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

Citations

Publications citing this paper.
Showing 1-10 of 12 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 22 references

SDPA-C (semidefinite programming algorithm – completion method) user’s manual — version 6.10

  • K. Fujisawa, M. Fukuda, M. Kojima, K. Nakata, M. Yamashita
  • Research Report B-409, Dept. Math. and Comp…
  • 2004
1 Excerpt

ploiting sparsity in semidefinite programming via matrix completion II : Implementation and numerical results

  • J. Dahl, L. Vandenberghe
  • Mathematical Programming Series B
  • 2003

Similar Papers

Loading similar papers…