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

在工程应用中经常需要进行优化。通常，人们有一组约束条件，规定什么样的解决方案是允许的或满足设计规范，人们想从这些允许的解决方案中选择一个最佳的相对于一些有意义的度量。这样的优化问题往往是相当复杂的，必须解决数值。该项目关注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.