• DocumentCode
    1659306
  • Title

    A range-space method for piecewise-linear quadratic programming: an application to optimal control algorithms

  • Author

    Pytlak, R.

  • Author_Institution
    Centre for Process Syst. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
  • Volume
    2
  • fYear
    1994
  • Firstpage
    1462
  • Abstract
    A new method for solving a convex optimization problem with box constraints is presented. The objective function has a positive-definite quadratic term and a piecewise-linear term. The method is derived from a range space method for QP problems. The approach is particularly efficient if the piecewise-linear term has few breakpoints. Numerical comparisons with an efficient implementation of a null-space active-set algorithm (LSSOL) are also presented
  • Keywords
    minimisation; optimal control; piecewise-linear techniques; quadratic programming; -space active-set algorithm; objective function; optimal control algorithms; piecewise-linear quadratic programming; piecewise-linear term; positive-definite quadratic term; range-space method; Constraint optimization; Educational institutions; Equations; Functional programming; Optimal control; Piecewise linear techniques; Quadratic programming; Space technology; Symmetric matrices; Systems engineering and theory;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.411129
  • Filename
    411129