Infinite-dimensional quadratic optimization: Interior-point methods and control applications

DOI10.1007/BF02683337zbMath0882.90104MaRDI QIDQ1363637

Leonid Faybusovich, John B. Moore

Publication date: 10 August 1997

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

path-following algorithmlinear-quadratic control probleminfinite-dimensional convex optimization

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear systems in control theory (93C05) Linear optimal control problems (49N05)

Related Items

Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space, A Self-Concordant Interior Point Approach for Optimal Control with State Constraints, Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space, Unnamed Item, Multi-target linear-quadratic control problem and second-order cone programming, Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem

Cites Work

• Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
• Interior-point methods for convex programming
• Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space
• Linear programming, complexity theory and elementary functional analysis
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
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