Innnite Dimensional Quadratic Optimization: Interior-point Methods and Control Applications
نویسندگان
چکیده
An innnite-dimensional convex optimization problem with the linear-quadratic cost function and linear-quadratic constraints is considered. We generalize the interior-point techniques of Nesterov-Nemirovsky to this innnite-dimensional situation. The obtained complexity estimates are similar to nite-dimensional ones. We apply our results to the linear-quadratic control problem with quadratic constraints. It is shown that for this problem the Newton step is basically reduced to the standard LQ-problem.
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