Creator:

Mostafa, El-Sayed M.E.

Contributor:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Title:

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

Group publication title:

AMCS, Volume 22 (2012)

Subject and Keywords:

output feedback control design ; sequential quadratic programming ; trust region method

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2012

Resource Type:

artykuł

DOI:

10.2478/v10006-012-0026-5

Pages:

253-263

Source:

AMCS, Volume 22, Number 2 (2012) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego