Algorithms for Linear-Quadratic Optimization

by Vasile Sima

Overview

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.

Product Details

ISBN-13:	9781000148497
Publisher:	CRC Press
Publication date:	12/24/2021
Series:	Chapman & Hall/CRC Pure and Applied Mathematics
Sold by:	Barnes & Noble
Format:	eBook
Pages:	382
File size:	20 MB
Note:	This product may take a few minutes to download.

About the Author

Vasile Sima (Author)

Table of Contents

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

Editorial Reviews

...an excellent addition to the control engineer's reference library.

Automatica

Intended to provide theoretical, algorithmic, and computational support for solving the most frequently encountered linear- quadratic optimization problems. Theoretical treatment is combined with insight into algorithmic techniques, with relevant numerical issues, software tools, implementation details that improve performance, practical recommendations, and solutions of specific problems. Algorithms are presented in a concise informal language, a refined MATLAB notation. Algorithmic templates are used rather than descriptions of source codes, and recent advances in numerical linear algebra and associated mathematical software are taken into account. Intended for anyone who uses a systems approach in their work as well as for researchers and specialists. A background in numerical linear algebra and control and systems theory is useful. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Booknews

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

From the Publisher