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

页码：13 / 22

页数：10

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