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
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;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.480239
