Primal-dual method for solving a linear-quadratic multi-input optimal control problem.

Noureddine Khimoum Mohand Ouamer Bibi

Published in: Optim. Lett. (2020)

Keyphrases

optimal control
dynamic programming
interior point algorithm
primal dual
objective function
pairwise
linear programming
control strategy
linear quadratic
computational complexity
linear programming problems
state space
closed loop
convergence rate