• DocumentCode
    294914
  • Title

    Long step path-following algorithm for the convex quadratic programming in a Hilbert space

  • Author

    Faybusovich, L. ; Moore, J.B.

  • Author_Institution
    Dept. of Math., Notre Dame Univ., IN, USA
  • Volume
    2
  • fYear
    1995
  • fDate
    13-15 Dec 1995
  • Firstpage
    1109
  • Abstract
    We develop an interior-point technique for solving quadratic programming problem in a Hilbert space. As an example we consider an application of these results to the linear-quadratic control problem with linear inequality constraints. It is shown that the Newton step in this situation is basically reduced to solving the standard linear-quadratic control problem
  • Keywords
    Hilbert spaces; constraint theory; convex programming; duality (mathematics); linear quadratic control; quadratic programming; Hilbert space; Newton step; convex quadratic programming; duality; interior-point method; linear inequality constraints; linear-quadratic control; long step path-following algorithm; Artificial intelligence; Hilbert space; Quadratic programming;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
  • Conference_Location
    New Orleans, LA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-2685-7
  • Type

    conf

  • DOI
    10.1109/CDC.1995.480239
  • Filename
    480239
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=294914