Optimization Online


Implementation of Infinite Dimensional Interior Point Method for Solving Multi-criteria Linear-Quadratic Control Problem

L Faybusovich (leonid.faybusovich.1***at***nd.edu)
T Mouktonglang (tmoukton***at***nd.edu)
T Tsuchiya (tsuchiya***at***sun312.ism.ac.jp)

Abstract: We describe an implementation of an infinite-dimensional primal-dual algorithm based on the Nesterov-Todd direction. Several applications to both continuous and discrete-time multi-criteria linear-quadratic control problems and linear-quadratic control problem with quadratic constraints are described. Numerical results show a very fast convergence (typically, within 3-4 iterations) to optimal solutions

Keywords: primal-dual algorithms, linear-quadratic control, Jordan algebras

Category 1: Applications -- Science and Engineering (Control Applications )

Category 2: Infinite Dimensional Optimization

Category 3: Linear, Cone and Semidefinite Programming

Citation: Preprint, May, 2004, University of Notre Dame

Download: [PDF]

Entry Submitted: 05/11/2004
Entry Accepted: 05/11/2004
Entry Last Modified: 05/11/2004

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society