On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
numerical examplesLyapunov equationparabolic partial differential equationsalgebraic Riccati equationalternating direction implicit (ADI) algorithmlinear-quadratic regulator problemsrational min-max problemshift parametersZolotarev problem
Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Newton-type methods (49M15) Linear-quadratic optimal control problems (49N10) Existence of solutions for minimax problems (49J35) Acceleration of convergence in numerical analysis (65B99)
- An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations
- Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- On two numerical methods for the solution of large-scale algebraic Riccati equations
- Inexact Kleinman-Newton method for Riccati equations
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- A Newton-like approximation algorithm for the steady-state solution of the riccati equation for time-varying systems
- Optimal Parameter Selection for the Alternating Direction Method of Multipliers (ADMM): Quadratic Problems
- On a Newton-Like Method for Solving Algebraic Riccati Equations
- The combined RKM and ADM for solving Riccati differential equations
- A stabilization algorithm of the Navier-Stokes equations based on algebraic Bernoulli equation
- Feedback control for systems with uncertain parameters using online-adaptive reduced models
- Efficient techniques for solving the periodic projected Lyapunov equations and model reduction of periodic systems
- On the ADI method for Sylvester equations
- Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory
- On an integrated Krylov-ADI solver for large-scale Lyapunov equations
- An iterative method for solving the stable subspace of a matrix pencil and its application
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
- Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory
- Frequency-limited balanced truncation with low-rank approximations
- Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory.
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations
- A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
- Gramian-based model-order reduction of constrained structural dynamic systems
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
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