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CATEGORIES:CUED Control Group Seminars
SUMMARY:Chordal Sparsity\, Decomposing SDPs and the Lyapun
ov Equation - Richard Mason\, University of Oxford
DTSTART;TZID=Europe/London:20140501T141500
DTEND;TZID=Europe/London:20140501T150000
UID:TALK52150AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/52150
DESCRIPTION:Analysis questions in control theory are often for
mulated as Linear Matrix Inequalities and solved u
sing convex optimisation algorithms. For large LMI
s it is important to exploit structure and sparsit
y within the problem in order to solve the associa
ted Semidefinite Programs efficiently. \n\n\n\nIn
this talk we discuss a method for decomposing SDPs
based on chordal sparsity\, and apply it to the p
roblem of constructing Lyapunov functions for line
ar systems. By choosing Lyapunov functions with a
chordal graphical structure we convert the semidef
inite constraint in the problem into an equivalent
set of smaller semidefinite constraints\, thereby
facilitating the solution of the problem. \n\n\n\
nThe approach has the potential to be applied to s
everal other problems in control theory\, such as
stabilising controller synthesis\, stability analy
sis of polynomial systems using Sum of Squares and
the KYP lemma.
LOCATION:Cambridge University Engineering Department\, LR6
CONTACT:Tim Hughes
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