Title :
Applicability of the Lagrange multiplier method to the optimization of quadratic systems
Author :
Malinowski, Krzysztof B.
Author_Institution :
Technical University of Warsaw, Warsaw, Poland
fDate :
8/1/1977 12:00:00 AM
Abstract :
Conditions under which the Lagrange multiplier method (LMM) can be applied to optimization of the class of quadratic systems are considered. It is shown that quadratic systems can be optimised by LMM under rather general, and to some extent constructive, assumptions. The applicability of the results is illustrated with examples.
Keywords :
Nonlinear algebraic equations; Nonlinear systems; Optimization methods; Control theory; Gradient methods; Hilbert space; Lagrangian functions; Large-scale systems; Optimal control; Optimization methods; Performance analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101546
