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

DOI10.1023/A:1022626006554MaRDI QIDQ1379935zbMATH OpenOpenAlexFDO

Authors L. Faybusovich, John Moore

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 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)

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

Cited in

(12)

• A self-concordant interior point approach for optimal control with state constraints
• Separation theorem for linearly constrained LQG optimal control
• On Long Step Path Following and SUMT for Linear and Quadratic Programming
• Infinite-dimensional quadratic optimization: Interior-point methods and control applications
• A long-step barrier method for convex quadratic programming
• scientific article; zbMATH DE number 1264398 (Why is no real title available?)
• scientific article; zbMATH DE number 1182576 (Why is no real title available?)
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• A barrier Lagrangian dual method for multi-stage stochastic convex semidefinite optimization
• 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
• Calculation method for quadratic programming problem in Hilbert spaces partially ordered by cone with empty interior

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