gKYPSDP: Matlab package for generalized KYP-SDPs

Zhang Liu and Lieven Vandenberghe

Introduction

gKYPSDP is a Matlab package for solving semidefinite programs (SDPs) derived from the Kalman-Yakubovich-Popov (KYP) lemma and its generalizations. The implementation is based on a custom primal-dual interior-point method, which exploits the structure in the constraints to achieve a higher efficiency than general-purpose SDP solvers. Details of the algorithm is described in the paper Low-rank structure in semidefinite programs derived from the KYP lemma by Z. Liu and L. Vandenberghe.

Download

• Files: gkypsdp.zip contains both solver files and user guide

• User guide: gkypsdp_guide.pdf

gKYPSDP requires Matlab and the Control System Toolbox. For installation instructions, see Section 3 in the user guide.

Feedback

We welcome and appreciate any comments, suggestions and reports of applications of gKYPSDP. Please send feedback to Zhang Liu (zhang@ee.ucla.edu) or Lieven Vandenberghe (vandenbe@ee.ucla.edu).

Copyright information

gKYPSDP is free and distributed under the terms and conditions of the GNU General Public License.