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

• المؤلفون الرئيسيون: Kanuengkid W., Mouktonglang T.
• التنسيق: مقال
• اللغة: English
• منشور في: 2014
• الوصول للمادة أونلاين: http://www.scopus.com/inward/record.url?eid=2-s2.0-79951890369&partnerID=40&md5=9cace03be863646a39121aec02dacdaf; http://cmuir.cmu.ac.th/handle/6653943832/6610

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...