Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space
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Publication:1379935
DOI10.1023/A:1022626006554zbMath0902.90128MaRDI QIDQ1379935
John B. Moore, Leonid Faybusovich
Publication date: 5 March 1998
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
quadratic programming; Hilbert space; Newton method; linear-quadratic control problem; interior-point technique
90C20: Quadratic programming
90C48: Programming in abstract spaces
49N10: Linear-quadratic optimal control problems
Related Items
Separation theorem for linearly constrained LQG optimal control, Infinite-dimensional quadratic optimization: Interior-point methods and control applications
Cites Work
- Infinite-dimensional quadratic optimization: Interior-point methods and control applications
- Optimization and dynamical systems
- The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories
- Semidefinite Programming: A Path-Following Algorithm for a Linear–Quadratic Functional
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