Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints (Q1199066)
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scientific article; zbMATH DE number 93392
| Language | Label | Description | Also known as |
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| English | Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints |
scientific article; zbMATH DE number 93392 |
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Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints (English)
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16 January 1993
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The author considers the problem of minimizing, in a Hilbert space, a quadratic functional subject to quadratic constraints. If the objective and constraint functionals (which may be nonconvex) satisfy certain conditions, a separation argument applies yielding a multiplier type result. As an application a stationary infinite-horizon linear-quadratic control problem is solved.
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nonconvex optimization in Hilbert space
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quadratic constraints
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0.95271736
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0.95235145
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0.9359469
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0.9357587
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0.93172467
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0.92984617
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