Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
We describe an implementation of an infinite dimension interior-point method for solving multi-criteria linear -quadratic control problem based on KSH-direction. It is shown that such a descent direction is independent on the scaling point. Each iteration requires solving finite rank perturbation of...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79951890369&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50131 |
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| Institution: | Chiang Mai University |