Title :
A quadratic programming dual algorithm for minimax control
Author_Institution :
State University of New York, Buffalo, New York, USA
fDate :
6/1/1975 12:00:00 AM
Abstract :
The optimal control problem with peak weighting on trajectory error is related to quadratic programming through a duality, transformation. A series of finite dimensional quadratic programs yields finitely convergent solutions from which the optimal control may be recovered. Each program yields upper and lower bounds on the optimal cost.
Keywords :
Linear systems, time-varying continuous-time; Minimax control; Nonlinear programming; Centralized control; Concatenated codes; Cost function; Error correction; Lagrangian functions; Minimax techniques; Optimal control; Quadratic programming; Regulators; Termination of employment;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100972
