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
Link To Document