On Some Properties of Parametric Quadratic Programs Pertaining to Continuous-time Quadratic Fractional Programming

Author

Wen, Ching-Feng ; Lur, Yung-Yih ; Ho, Wen-Hsien ; Chou, Jyh-Horng

Author_Institution

Center for Gen. Educ., Kaohsiung Med. Univ., Kaohsiung, Taiwan

fYear

2012

fDate

23-26 June 2012

Firstpage

246

Lastpage

250

Abstract

This article is concerned with quadratic fractional optimal control problems with linear state constraints. Such problems are called the {em continuous-time quadratic fractional programming problems} (CQFP). Some basic properties of parametric continuous-time quadratic programming problems pertaining to (CQFP) are derived. By these properties, (CQFP) can be reduced to continuous-time quadratic programming problems. Besides, a discretization approach for solving continuous-time quadratic programming problems is also developed. The developed approach will provide an important foundation for constructing a parametric computational procedure for (CQFP).

Keywords

continuous time systems; linear systems; optimal control; quadratic programming; CQFP; continuous-time quadratic fractional programming; discretization approach; linear-state constraints; parametric continuous-time quadratic programming problems; quadratic fractional optimal control problems; Educational institutions; Electronic mail; Programming profession; Quadratic programming; Symmetric matrices; Continuous-time quadratic fractional programming problems; Infinite-dimensional nonlinear programming; Strong Duality; Weak duality;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on

Conference_Location

Harbin

Print_ISBN

978-1-4673-1365-0

Type

conf

DOI

10.1109/CSO.2012.62

Filename

6274720