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
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;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371583
