Infinite-dimensional quadratic optimization: Interior-point methods and control applications
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Publication:1363637
DOI10.1007/BF02683337zbMATH Open0882.90104MaRDI QIDQ1363637FDOQ1363637
Authors: L. Faybusovich, John Moore 
Publication date: 10 August 1997
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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Quadratic programming (90C20) Linear systems in control theory (93C05) Linear optimal control problems (49N05)
Cites Work
- Title not available (Why is that?)
- A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
- Linear programming, complexity theory and elementary functional analysis
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
- On the convergence of the method of analytic centers when applied to convex quadratic programs
- Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space
- Interior-point methods for convex programming
Cited In (12)
- A self-concordant interior point approach for optimal control with state constraints
- On the use of infinite control points in CAGD
- Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space
- Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
- Primal-dual algorithms and infinite-dimensional Jordan algebras of finite rank
- Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
- A stable and efficient method for solving a convex quadratic program with application to optimal control
- Title not available (Why is that?)
- Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space
- A path-following slgorithm for stochastic quadratically constrained convex quadratic programming in a Hilbert space
- Multi-target linear-quadratic control problem and second-order cone programming
- Barrier methods based on Jordan–Hilbert algebras for stochastic optimization in spin factors
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