Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
نویسندگان
چکیده
منابع مشابه
Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
We describe an implementation of an infinite-dimensional primal-dual algorithm based on the Nesterov-Todd direction. Several applications to both continuous and discrete-time multi-criteria linear-quadratic control problems and linear-quadratic control problem with quadratic constraints are described. Numerical results show a very fast convergence (typically, within 3-4 iterations) to optimal s...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2006
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780500079086