This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Table of Contents
Linear-quadratic optimization problems; Newton algorithms; Schur and generalized Schur algorithms; structure-preserving algorithms. Appendices: Comparison of Riccati solvers; notation and abbreviations.
"...an excellent addition to the control engineer's reference library."