Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
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.
scientific article; zbMATH DE number 93392
scientific article