Long Step Path-foilowing Algorithm for the Convex Quadratic Prog~ming in a Hilbert Space
نویسندگان
چکیده
2 Duality, central trajectories and We develop an interior-point technique for soiving quadratic dynamical systems programming problem in a Hilbert space.As an example we consider an application of these results to the linear-quadratic control problem with linear inequality constraints. It is shown that the Newton step in this situation is basically reduced to solving the standard linear-quadratic controi problem.
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