Algorithms for Linear-Quadratic Optimization  book cover
1st Edition

Algorithms for Linear-Quadratic Optimization




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ISBN 9780824796129
Published March 5, 1996 by Chapman and Hall/CRC
382 Pages

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Book Description

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.

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Reviews

"...an excellent addition to the control engineer's reference library."
---Automatica, 2001