H∞ optimization with time domain and other constraints

The fundamental H^∞ optimization problem of control has become fairly well understood at both the qualitative and computational level. In many mature optimization theories one has a characterization of an optimizer which is a set of equations the optimizer must satisfy. Solution of these equations (say by Newton´s method) then gives the optimizer. The trick is getting optimality equations which are nondegenerate with respect to Newton´s method. This was done for pure H^∞ optimization in previous papers by the authors, and in this article they extend the theory to include time domain constraints. Also an algorithm is described, a numerical example is presented, and a method for solving control problems is outlined