A primal-dual semi-definite programming approach to linear quadratic control

DOI10.1109/9.948474MaRDI QIDQ4540490zbMATH OpenOpenAlexFDO

Authors

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.948474

zbMATH Keywords

complementary dualitygeneralized Riccati equationlinear-quadratic controlsemidefinite programming

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(9)

• Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays
• Semidefinite programming relaxations and algebraic optimization in control
• Stochastic linear-quadratic control via semidefinite programming
• SDP approach for solving LQ control problem subject to implicit system
• Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems
• A numerical solution of positive-semidefinite linear-quadratic optimal control
• Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming
• Quadratically Constrained Attitude Control via Semidefinite Programming
• LQ control of descriptor systems by cancelling structure at infinity

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