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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| English | A quadratic programming approach for solving the l/sub 1/ multiblock problem |
scientific article; zbMATH DE number 1518702 |
Statements
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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0.8511093258857727
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0.8461364507675171
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0.7768747806549072
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0.7650210857391357
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0.7538071274757385
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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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