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

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

International Journal of Applied Mathematics and Computer Science

Volume 22 (2012): Issue 2 (June 2012)

By: El-Sayed Mostafa

Open Access

|Jun 2012

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.

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Articles in this issue

DOI: https://doi.org/10.2478/v10006-012-0026-5 | Journal eISSN: 2083-8492 | Journal ISSN: 1641-876X

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Language: English

Page range: 353 - 363

Published on: Jun 28, 2012

Published by: University of Zielona Góra

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

output feedback control design,

sequential quadratic programming,

trust region method

Related subjects:

Applied mathematics

© 2012 El-Sayed Mostafa, published by University of Zielona Góra
This work is licensed under the Creative Commons License.

Volume 22 (2012): Issue 2 (June 2012)