An SQP trust region method for solving the discrete-time linear quadratic control problem

DOI10.2478/v10006-012-0026-5zbMath1288.90130MaRDI QIDQ5403369

El-Sayed M. E. Mostafa

Publication date: 26 March 2014

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10006-012-0026-5

zbMATH Keywords

sequential quadratic programming; trust region method; output feedback control design

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

49N10: Linear-quadratic optimal control problems

90C55: Methods of successive quadratic programming type

Uses Software

• complib