Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space

DOI10.1023/A:1022626006554zbMath0902.90128OpenAlexW156126080MaRDI QIDQ1379935

John B. Moore, Leonid Faybusovich

Publication date: 5 March 1998

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022626006554

zbMATH Keywords

quadratic programmingHilbert spaceNewton methodlinear-quadratic control probleminterior-point technique

Mathematics Subject Classification ID

Quadratic programming (90C20) Programming in abstract spaces (90C48) Linear-quadratic optimal control problems (49N10)

Related Items

Infinite-dimensional quadratic optimization: Interior-point methods and control applications, A Self-Concordant Interior Point Approach for Optimal Control with State Constraints, Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space, Unnamed Item, Separation theorem for linearly constrained LQG optimal control

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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