A quadratic programming approach for solving the l/sub 1/ multiblock problem (Q4507201)

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scientific article; zbMATH DE number 1518702
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    A quadratic programming approach for solving the l/sub 1/ multiblock problem
    scientific article; zbMATH DE number 1518702

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      A quadratic programming approach for solving the l/sub 1/ multiblock problem (English)
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      17 October 2000
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      computational methods
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      \(Q\)-design
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      multiblock \(l_1\)-problem
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      bounds
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      convergence
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      semidefinite quadratic programming
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      The general multiblock \(l_1\)-problem is equivalent to an infinite-dimensional linear program. Several methods are known to provide approximate solutions to this problem. In this paper a new method is given to compute suboptimal solutions to the standard \(l_1\)-problem. This method provides converging upper and lower bounds to the optimal cost and convergence in norm to the optimal \(l_1\)-solution. The norm convergence is guaranteed independently of the input and output order. The suboptimal \(Q\)-parameter is directly computed and it is easy to obtain the corresponding controller. One has (for each \(N\)) to solve a semidefinite quadratic programming problem instead of a linear one. It seems to be possible to extend the method to compute solutions to other mixed objective problems.
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