Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints

We present a general method for the solution of the problem of minimization of a quadratic functional in a Hilbert space over the intersection of some subspace and a set defined by special quadratic constraints. Many optimal control problems can be formulated in this abstract form. As an example a s...

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Bibliographic Details
Published in:Systems & control letters 1992-07, Vol.19 (1), p.13-22
Main Author: Yakubovich, V.A.
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Linear-quadratic control
Lur'e equations
nonconvex optimization problem
Optimal control
quadratic constraints
S-procedure
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Summary:We present a general method for the solution of the problem of minimization of a quadratic functional in a Hilbert space over the intersection of some subspace and a set defined by special quadratic constraints. Many optimal control problems can be formulated in this abstract form. As an example a stationary infinite-horizon linear-quadratic optimization problem with quadratic constraints is posed and solved.
ISSN:0167-6911
1872-7956
DOI:10.1016/0167-6911(92)90034-P