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:	Kanuengkid W., Mouktonglang T.
Format:	Article
Language:	English
Published:	2014
Online Access:	http://www.scopus.com/inward/record.url?eid=2-s2.0-79951890369&partnerID=40&md5=9cace03be863646a39121aec02dacdaf http://cmuir.cmu.ac.th/handle/6653943832/6610
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Institution:	Chiang Mai University
Language:	English

id	th-cmuir.6653943832-6610
record_format	dspace
spelling	th-cmuir.6653943832-66102014-08-30T03:24:24Z Multi-criteria linear-quadratic control problem by KSH-direction interior-point method Kanuengkid W. Mouktonglang T. 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 linear-quadratic control problems and a system of algebraic equations. The numerical result shows rapid convergence to the optimal solution. 2014-08-30T03:24:24Z 2014-08-30T03:24:24Z 2011 Article 1312885X http://www.scopus.com/inward/record.url?eid=2-s2.0-79951890369&partnerID=40&md5=9cace03be863646a39121aec02dacdaf http://cmuir.cmu.ac.th/handle/6653943832/6610 English
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
language	English
description	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 linear-quadratic control problems and a system of algebraic equations. The numerical result shows rapid convergence to the optimal solution.
format	Article
author	Kanuengkid W. Mouktonglang T.
spellingShingle	Kanuengkid W. Mouktonglang T. Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
author_facet	Kanuengkid W. Mouktonglang T.
author_sort	Kanuengkid W.
title	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_short	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_full	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_fullStr	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_full_unstemmed	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_sort	multi-criteria linear-quadratic control problem by ksh-direction interior-point method
publishDate	2014
url	http://www.scopus.com/inward/record.url?eid=2-s2.0-79951890369&partnerID=40&md5=9cace03be863646a39121aec02dacdaf http://cmuir.cmu.ac.th/handle/6653943832/6610
_version_	1681420646061441024

Multi-criteria linear-quadratic control problem by KSH-direction interior-point method

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