NONCONVEX OPTIMIZATION PROBLEM - THE INFINITE-HORIZON LINEAR-QUADRATIC CONTROL PROBLEM WITH QUADRATIC CONSTRAINTS

被引：97
|
作者：
YAKUBOVICH, VA [1 ]
机构：
[1] ST PETERSBURG UNIV,DEPT MATH,ST PETERSBURG 198904,USSR
来源：
SYSTEMS & CONTROL LETTERS | 1992年 / 19卷 / 01期
关键词：
LINEAR-QUADRATIC CONTROL; QUADRATIC CONSTRAINTS; LURE EQUATIONS; S-PROCEDURE; NONCONVEX OPTIMIZATION PROBLEM;
D O I：
10.1016/0167-6911(92)90034-P
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We present a general method for the solution of the problem of minimization of a quadratic functional in a Hilbert space over the intersection of some subspace and a set defined by special quadratic constraints. Many optimal control problems can be formulated in this abstract form. As an example a stationary infinite-horizon linear-quadratic optimization problem with quadratic constraints is posed and solved.
引用
收藏
页码：13 / 22
页数：10
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