Long-Step Path-Following Algorithm for Convex Quadratic Programming Problems in a Hilbert Space

L. Faybusovich and J. B. Moore
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L. Faybusovich: University of Notre Dame
J. B. Moore: Research School of Information Sciences and Engineering

Journal of Optimization Theory and Applications, 1997, vol. 95, issue 3, No 8, 615-635

Abstract: Abstract We develop an interior-point technique for solving quadratic programming problems in a Hilbert space. As an example, we consider an application of these results to the linear-quadratic control problem with linear inequality constraints. It is shown that the Newton step in this situation is basically reduced to solving the standard linear-quadratic control problem.

Keywords: Interior-point algorithms; Hilbert spaces; linear-quadratic control problem; linear constraints; Newton method (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022626006554

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