Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
نویسندگان
چکیده
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 solutions.
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 21 شماره
صفحات -
تاریخ انتشار 2006