A duality approach for solving control-constrained linear-quadratic optimal control problems

DOI10.1137/130910221MaRDI QIDQ3192128zbMATH OpenOpenAlexWikidataFDO

Authors C. Y. Kaya, Saba N. Majeed, R. S. Burachik

Publication date 26 September 2014

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/130910221

zbMATH Keywords

strong dualitylinear-quadratic optimal control problemsFenchel dualityEuler discretizationsaddle point propertyzero duality gap

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31) Sensitivity, stability, well-posedness (49K40) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Numerical solutions to equations with nonlinear operators (65J15) Duality theory (optimization) (49N15)

Recommendations

• Dualization and discretization of linear-quadratic control problems with bang-bang solutions
• Publication:3027759
• Primal-Dual Strategy for Constrained Optimal Control Problems
• scientific article; zbMATH DE number 1811694
• Dual Approximations in Optimal Control

Cited in

(18)

• Optimal control synthesis for the constrained bilinear biquadratic regulator problem
• Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
• Fenchel duality and smoothness of solution of the optimal routing problem
• Primal-dual method for solving a linear-quadratic multi-input optimal control problem
• Dualization and discretization of linear-quadratic control problems with bang-bang solutions
• Infeasible and critically feasible optimal control
• Sparse network optimization for synchronization
• scientific article; zbMATH DE number 3951408 (Why is no real title available?)
• scientific article; zbMATH DE number 3971607 (Why is no real title available?)
• A primal-dual semi-definite programming approach to linear quadratic control
• On numeric solution of linear-quadratic optimal control problem by dual method
• Optimal Control Duality and the Douglas–Rachford Algorithm
• Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
• Linear-quadratic control and information relaxations
• A game representation for a finite horizon state constrained continuous time linear regulator problem
• Linearly constrained linear quadratic regulator from the viewpoint of kernel methods
• A duality-based approach for linear parabolic optimal control problems
• An exact dual method of solution of a linear terminal control problem

This page was built for publication: A duality approach for solving control-constrained linear-quadratic optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3192128)