AN SQP AUGMENTED LAGRANGIAN METHOD FOR TWO CLASSES OF NONLINEAR SEMIDEFINITE PROGRAMMING PROBLEMS ARISING IN DISCRETE-TIME FEEDBACK CONTROL

作者：Mostafa E M E^*; Ismail H G; Al Afandi N F

来源：Pacific Journal of Optimization, 2013, 9(3): 511-534.

• discrete-time output feedback control
• nonlinear semi-definite programming
• sequential quadratic programming
• trust region methods

In this article, two nonlinear semi-definite programming problems resulting from the linear-quadratic control problem for discrete-time systems are considered. A sequential quadratic programming augmented Lagrangian method is introduced for solving the two problems. Some properties that the two problems share are discussed. The method is tested on several test problems that demonstrate the applicability of the considered approach for solving this problem class.

• 出版日期2013-7