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SUMMARY:Chordal Sparsity\, Decomposing SDPs and the Lyapunov Equation - Ri
 chard Mason\, University of Oxford
DTSTART:20140501T131500Z
DTEND:20140501T140000Z
UID:TALK52150@talks.cam.ac.uk
CONTACT:Tim Hughes
DESCRIPTION:Analysis questions in control theory are often formulated as L
 inear Matrix Inequalities and solved using convex optimisation algorithms.
  For large LMIs it is important to exploit structure and sparsity within t
 he problem in order to solve the associated Semidefinite Programs efficien
 tly. \n\n\n\nIn this talk we discuss a method for decomposing SDPs based 
 on chordal sparsity\, and apply it to the problem of constructing Lyapunov
  functions for linear systems. By choosing Lyapunov functions with a chord
 al graphical structure we convert the semidefinite constraint in the probl
 em into an equivalent set of smaller semidefinite constraints\, thereby fa
 cilitating the solution of the problem. \n\n\n\nThe approach has the pote
 ntial to be applied to several other problems in control theory\, such as 
 stabilising controller synthesis\, stability analysis of polynomial system
 s using Sum of Squares and the KYP lemma.
LOCATION:Cambridge University Engineering Department\, LR6
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