OPTEC - K.U.Leuven Center of Excellence: Optimization in Engineering

"Decomposition methods for large Linear Matrix Inequalities"

Prof. Dr. Bharath Rangarajan
Department of Mechanical Engineering,
University of Minnesota (USA)

The stability conditions for spatially-distributed control systems give rise
to large semidefinite programs with specific structure. The standard
gradient techniques are usually based on the Dantzig-Wolfe decomposition. We
explore related smooth counterparts that can be solved using interior-point
techniques which promise faster asymptotic convergence as well as an
improvement in global convergence. There are special properties that are
present in use of gradient techniques that help distribute the computation.
This feature is absent from interior-point methods. The ideas of
decomposition using ipms have also be studied in the context of stochastic
programs.