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Displaying similar documents to “Optimization of parameters of asymptotically stable systems.”

Decrease of property in vector optimization

Dušan Bednařík, Karel Pastor (2009)

RAIRO - Operations Research

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In the paper we generalize sufficient and necessary optimality conditions obtained by Ginchev, Guerraggio, Rocca, and by authors with the help of the notion of ℓ-stability for vector functions.

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

El-Sayed M.E. Mostafa (2012)

International Journal of Applied Mathematics and Computer Science

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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...