Numerical implementation of a class of infinite-dimensional primal-dual algorithms and control applications |
Posted on:2005-07-09 | Degree:Ph.D | Type:Thesis |
University:University of Notre Dame | Candidate:Mouktonglang, Thanasak | Full Text:PDF |
GTID:2450390008999052 | Subject:Mathematics |
Abstract/Summary: | |
This Thesis is devoted to primal-dual algorithms in the infinite-dimensional setting. We consider a class of infinite-dimensional optimization problems and its applications to optimal control problems. A primal-dual algorithm based on Nesterov Todd direction is implemented. We apply this algorithm to two important control problems: multi-criteria linear-quadratic control problems and linear-quadratic control problems with quadratic constraints. Numerical experiments confirm very fast convergence of the algorithm which is predicted by the theory based on the concept of infinite-dimensional Jordan algebras. Necessary theoretical results have been developed. To the best of our knowledge this is the first implementation of this class of algorithms. |
Keywords/Search Tags: | Class, Algorithms, Infinite-dimensional, Primal-dual, Control problems |
|
Related items |