An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems

zbMath1213.49044MaRDI QIDQ539776

El-Sayed M. E. Mostafa

Publication date: 30 May 2011

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

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022005000300008&lng=en&nrm=iso&tlng=en

zbMATH Keywords

nonlinear programmingsemi-definite programmingtrust region methodslinear quadratic control

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimal feedback synthesis (49N35) Linear-quadratic optimal control problems (49N10)

Related Items (1)

An SQP trust region method for solving the discrete-time linear quadratic control problem

Uses Software

• PENNON
• COMPleib

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