Numerical Algorithms for Solving Convex Optimization Problems Arising in Systems and Control Theory

在工程应用中经常会出现优化的需要。通常，人们有一组约束，指定哪些解决方案是允许的或满足设计规范，并且人们想从这些允许的解决方案中选择一个相对于某个有意义的度量而言是最优的。这类优化问题往往相当复杂，必须用数值方法解决。这个项目致力于创建改进的数值算法，用于解决系统和控制理论中出现的特定重要类别的优化问题。

The need to optimize occurs frequently in engineering applications. Typically one has a set of constraints specifying what solutions are allowable or meet design specifications and one would like to choose from these allowable solutions one which is optimal with respect to some meaningful metric. Such optimization problems tend to be rather complicated and must be solved numerically. This project is concerned with creating improved numerical algorithms for solving particular important classes of optimization problems that arise in systems and control theory.