Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints (Q1199066): Difference between revisions
From MaRDI portal
Latest revision as of 16:09, 16 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints |
scientific article |
Statements
Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints (English)
0 references
16 January 1993
0 references
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.
0 references
nonconvex optimization in Hilbert space
0 references
quadratic constraints
0 references
