• DocumentCode
    2414497
  • Title

    Conditions for optimality over H∞: numerical algorithms

  • Author

    Helton, J.William ; Merino, Orlando ; Walker, Trent E.

  • Author_Institution
    Dept. of Math., California Univ., San Diego, CA, USA
  • fYear
    1992
  • fDate
    1992
  • Firstpage
    965
  • Abstract
    A numerical algorithm for solving a fundamental optimisation problem, OPT∞, is presented. It is second-order convergent and performs very well in numerical experiments. The algorithm is based directly on the theoretical optimality conditions for OPT∞. An effective way to apply Newton´s method to these conditions was found. This produces a tight theory which goes immediately from qualitative properties a designer would want to know to algorithms
  • Keywords
    iterative methods; optimal control; H∞ optimality conditions; Newton´s method; OPT∞; numerical algorithms; optimisation; second-order convergent algorithm; Algorithm design and analysis; Convergence; H infinity control; Hydrogen; Jacobian matrices; Mercury (metals); Newton method; Nonlinear equations; Optimized production technology; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
  • Conference_Location
    Tucson, AZ
  • Print_ISBN
    0-7803-0872-7
  • Type

    conf

  • DOI
    10.1109/CDC.1992.371583
  • Filename
    371583
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2414497