<abstract xml:lang="en" xmlns="http://www.w3.org/1999/xhtml"><p>In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.</p></abstract>

In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.

An SQP trust region method for solving the discrete-time linear quadratic control problem

Department of Mathematics, Faculty of Science, Alexandria University, Moharam Bey, 21511, Alexandria, Egypt

International Journal of Applied Mathematics and Computer Science

In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain...

An SQP trust region method for solving the discrete-time linear quadratic control problem

Online veröffentlicht: 28. Juni 2012

Seitenbereich: 353 - 363

DOI: https://doi.org/10.2478/v10006-012-0026-5

Schlüsselwörter
output feedback control design, sequential quadratic programming, trust region method

This content is open access.

An SQP trust region method for solving the discrete-time linear quadratic control problem

Online veröffentlicht: 28. Juni 2012

Seitenbereich: 353 - 363

DOI: https://doi.org/10.2478/v10006-012-0026-5

Schlüsselwörteroutput feedback control design, sequential quadratic programming, trust region method

This content is open access.

Schlüsselwörter
output feedback control design, sequential quadratic programming, trust region method