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

DOI10.1023/A:1022626006554zbMATH Open0902.90128OpenAlexW156126080MaRDI QIDQ1379935FDOQ1379935

John Moore, L. 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

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zbMATH Keywords

quadratic programmingHilbert spacelinear-quadratic control problemNewton methodinterior-point technique

Mathematics Subject Classification ID

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

Cites Work

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• The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories
• Infinite-dimensional quadratic optimization: Interior-point methods and control applications
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• Semidefinite Programming: A Path-Following Algorithm for a Linear–Quadratic Functional

Cited In (10)

• On Long Step Path Following and SUMT for Linear and Quadratic Programming
• Separation theorem for linearly constrained LQG optimal control
• Infinite-dimensional quadratic optimization: Interior-point methods and control applications
• A long-step barrier method for convex quadratic programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Self-Concordant Interior Point Approach for Optimal Control with State Constraints
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space
• Title not available (Why is that?)

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