Optimal Control Duality and the Douglas–Rachford Algorithm
DOI10.1137/23m1558549arXiv2303.06527OpenAlexW4391748408MaRDI QIDQ6198083
Walaa M. Moursi, Regina Sandra Burachik, Bethany I. Caldwell, C. Yalçın Kaya
Publication date: 20 February 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.06527
Douglas-Rachford algorithmduality approachduality optimizationLQR systemsnumerical methods in optimal control theorypure control constraintsreal-world LQR systems
Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15)
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