An SQP trust region method for solving the discrete-time linear quadratic control problem

• Autorzy: Mostafa E. M. E.
• Języki publikacji: EN

Abstrakty

EN

In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.

Słowa kluczowe

EN

output feedback control design; sequential quadratic programming; trust region method

PL

programowanie sekwencyjne; programowanie kwadratowe; system dyskretno-czasowy

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2012
• Tom: Vol. 22, no. 2
• Strony: 353--363
• Opis fizyczny: Bibliogr. 18 poz., tab.

Twórcy

autor

Mostafa E. M. E.

• Department of Mathematics, Faculty of Science, Alexandria University, Moharam Bey, 21511, Alexandria, Egypt,

Bibliografia

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• [3] Kočvara M., Leibfritz, F., Stingl, M. and Henrion, D. (2005). A nonlinear SDP algorithm for static output feedback problems in COMPlib, Proceedings of the 16th IFAC World Congress on Automatic Control, Prague, Czech Republic, (on CDROM).
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• [6] Leibfritz, F. and Mostafa, E. M. E. (2002). An interior point constrained trust region method for a special class of nonlinear semidefinite programming problems, SIAM Journal on Optimization 12(4): 1048-1074.
• [7] Leibfritz, F. and Mostafa, E. M. E. (2003). Trust region methods for solving the optimal output feedback design problem, International Journal of Control 76(5): 501-519.
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• [10] Mostafa, E. M. E. (2005b). An augmented Lagrangian SQP method for solving some special class of nonlinear semidefinite programming problems, Computational and Applied Mathematics 24(3): 461-486.
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• [12] Mostafa, E. M. E. (2012). A conjugate gradient method for discrete-time output feedback control design, Journal of Computational Mathematics 30(3): 279-297.
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• [18] Zhai, G., Matsumoto, Y., Chen, X., Imae, J. and Kobayashi, T. (2005). Hybrid stabilization of discrete-time LTI systems with two quantized signals, International Journal of Applied Mathematics and Computer Science 15(4): 509-516.