An SQP trust region method for solving the discrete-time linear quadratic control problem
International Journal of Applied Mathematics and Computer Science (2012)
- Volume: 22, Issue: 2, page 353-363
- ISSN: 1641-876X
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topEl-Sayed M.E. Mostafa. "An SQP trust region method for solving the discrete-time linear quadratic control problem." International Journal of Applied Mathematics and Computer Science 22.2 (2012): 353-363. <http://eudml.org/doc/208113>.
@article{El2012,
abstract = {In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.},
author = {El-Sayed M.E. Mostafa},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {output feedback control design; sequential quadratic programming; trust region method},
language = {eng},
number = {2},
pages = {353-363},
title = {An SQP trust region method for solving the discrete-time linear quadratic control problem},
url = {http://eudml.org/doc/208113},
volume = {22},
year = {2012},
}
TY - JOUR
AU - El-Sayed M.E. Mostafa
TI - An SQP trust region method for solving the discrete-time linear quadratic control problem
JO - International Journal of Applied Mathematics and Computer Science
PY - 2012
VL - 22
IS - 2
SP - 353
EP - 363
AB - In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.
LA - eng
KW - output feedback control design; sequential quadratic programming; trust region method
UR - http://eudml.org/doc/208113
ER -
References
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