Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
type: Item
instance of: scholarly article
title: Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
zbMATH Open document ID: 0776.49009
DOI: 10.1016/0167-6911(92)90034-P
author: V. A. Yakubovich
published in: Systems \& Control Letters
publication date: 1993-01-16T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 49J27
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 93392
zbMATH Keywords: nonconvex optimization in Hilbert space
zbMATH Keywords: quadratic constraints
reviewed by: Winfried Schirotzek
MaRDI profile type: Publication
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full work available at URL: 0167-6911(92)90034-p
OpenAlex ID: W2045427092
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description: scientific article; zbMATH DE number 93392