SeDuMi and SDPT3 are two solvers for solving Semi-definite Programming (SDP) or Linear Matrix Inequality (LMI) problems. A computational performance comparison of these two are undertaken in this paper regarding the Stability of Continuous-time Linear Systems. The comparison mainly focuses on computational times and memory requirements for different scales of problems. To implement and compare the two solvers on a set of well-posed problems, we employ YALMIP, a widely used toolbox for modeling and optimization in MATLAB. The primary goal of this study is to provide an empirical assessment of the relative computational efficiency of SeDuMi and SDPT3 under varying problem conditions. Our evaluation indicates that SDPT3 performs much better in large-scale, high-precision calculations.
翻译:SeDuMi与SDPT3是两类用于求解半定规划(SDP)或线性矩阵不等式(LMI)问题的求解器。本文针对连续时间线性系统的稳定性问题,对这两种求解器的计算性能进行了比较。比较主要聚焦于不同规模问题的计算时间与内存需求。为在良态问题集上实现并比较两种求解器,我们采用了YALMIP这一MATLAB中广泛使用的建模与优化工具箱。本研究的主要目标是在不同问题条件下,对SeDuMi与SDPT3的相对计算效率进行实证评估。评估结果表明,SDPT3在大规模、高精度计算中性能显著更优。