Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem
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DOI：
10.1080/10556780500079086
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发表时间：
2006-04
影响因子：
2.2
通讯作者：
L. Faybusovich;T. Mouktonglang;T. Tsuchiya
中科院分区：
文献类型：
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作者：
L. Faybusovich;T. Mouktonglang;T. Tsuchiya
我们描述了基于 Nesterov-Todd 方向的无限维原对偶算法的实现。描述了连续和离散时间多准则线性二次控制问题和具有二次约束的线性二次控制问题的几种应用。数值结果显示，可以非常快速地收敛（通常在 3-4 次迭代内）达到最佳解决方案。
We describe an implementation of an infinite-dimensional primal–dual algorithm based on the Nesterov–Todd direction. Several applications to both continuous and discrete-time multi-criteria linear-quadratic control problems and linear-quadratic control problem with quadratic constraints are described. Numerical results show a very fast convergence (typically, within 3–4 iterations) to optimal solutions.