Chapman and Hall/CRC
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.
"…an excellent addition to the control engineer's reference library."
Linear-quadratic optimization problems; Newton algorithms; Schur and generalized Schur algorithms; structure-preserving algorithms. Appendices: Comparison of Riccati solvers; notation and abbreviations.