A Stable and Efficient Method for Solving a Convex Quadratic Program with Application to Optimal Control

DOI10.1137/11082960XzbMath1263.90127OpenAlexW2063627433MaRDI QIDQ4915170

Eric C. Kerrigan, Amir Shahzad, George A. Constantinides

Publication date: 9 April 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/11082960x

zbMATH Keywords

iterative methodspredictive controlill-conditioninginexact methods

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Newton-type methods (49M15) Interior-point methods (90C51) Conditioning of matrices (15A12) Linear optimal control problems (49N05)

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