Title :
A primal-dual interior-point algorithm for state-constrained LQ optimal control problems
Author_Institution :
Inst. of Stat. Math., Tokyo, Japan
Abstract :
Studies a primal-dual interior-point algorithm for convex quadratic programming problems in function spaces with the object of direct application to continuous-time optimal control problems. Since the author´s problems are infinite dimensional, it is impossible in general to solve exactly the linear equations for finding a search direction at each iterate. The author considers an inexact implementation of the interior point algorithm
Keywords :
Hilbert spaces; continuous time systems; convex programming; duality (mathematics); linear quadratic control; quadratic programming; continuous-time optimal control problems; convex quadratic programming problems; function spaces; infinite dimensional problems; primal-dual interior-point algorithm; state-constrained LQ optimal control problems; Equations; Hydrogen; Indium tin oxide; Iterative algorithms; Iterative methods; Large-scale systems; Linear programming; Mathematics; Optimal control; Polynomials;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.531262
