1st Edition

Algorithms for Linear-Quadratic Optimization

By Vasile Sima Copyright 1996
382 Pages
by Chapman & Hall

382 Pages
by Chapman & Hall

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.

Linear-quadratic optimization problems; Newton algorithms; Schur and generalized Schur algorithms; structure-preserving algorithms. Appendices: Comparison of Riccati solvers; notation and abbreviations.

Biography

Vasile Sima (Author)

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