Linear-quadratic control problem with robust Quadratically constraints1
We consider a problem of checking feasibility of linear quadratic control problem with robust quadratically constrained. The interior point method using NT-direction is proposed. The problem of finding descent direction is reduced to solve linear quadratic control problems with a linear term.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2014
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| Online Access: | http://www.scopus.com/inward/record.url?eid=2-s2.0-80355135912&partnerID=40&md5=9ab681b807b30a48b36385d67440e026 http://cmuir.cmu.ac.th/handle/6653943832/6431 |
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| Institution: | Chiang Mai University |
| Language: | English |