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Optimal solution approximation for infinite positive-definite quadratic programming
dc.contributor.authorBenson, P.en_US
dc.contributor.authorSmith, Robert L.en_US
dc.contributor.authorBean, J. C.en_US
dc.contributor.authorSchochetman, Irwin E.en_US
dc.date.accessioned2006-09-11T15:50:25Z
dc.date.available2006-09-11T15:50:25Z
dc.date.issued1995-05en_US
dc.identifier.citationBenson, P.; Smith, R. L.; Schochetman, I. E.; Bean, J. C.; (1995). "Optimal solution approximation for infinite positive-definite quadratic programming." Journal of Optimization Theory and Applications 85(2): 235-248. <http://hdl.handle.net/2027.42/45243>en_US
dc.identifier.issn1573-2878en_US
dc.identifier.issn0022-3239en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/45243
dc.description.abstractWe consider a general doubly-infinite, positive-definite, quadratic programming problem. We show that the sequence of unique optimal solutions to the natural finite-dimensional subproblems strongly converges to the unique optimal solution. This offers the opportunity to arbitrarily well approximate the infinite-dimensional optimal solution by numerically solving a sufficiently large finite-dimensional version of the problem. We then apply our results to a general time-varying, infinite-horizon, positive-definite, LQ control problem.en_US
dc.format.extent443492 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherKluwer Academic Publishers-Plenum Publishers; Plenum Publishing Corporation ; Springer Science+Business Mediaen_US
dc.subject.otherLQ Control Problemsen_US
dc.subject.otherOperations Research/Decision Theoryen_US
dc.subject.otherPositive-definite Costsen_US
dc.subject.otherInfinite Quadratic Programmingen_US
dc.subject.otherTheory of Computationen_US
dc.subject.otherOptimizationen_US
dc.subject.otherMathematicsen_US
dc.subject.otherApplications of Mathematicsen_US
dc.subject.otherOptimizationen_US
dc.subject.otherCalculus of Variations and Optimal Controlen_US
dc.subject.otherEngineering, Generalen_US
dc.subject.otherTime-varying Systemsen_US
dc.subject.otherInfinite-horizon Optimizationen_US
dc.subject.otherSolution Approximationsen_US
dc.titleOptimal solution approximation for infinite positive-definite quadratic programmingen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michiganen_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michiganen_US
dc.contributor.affiliationotherDepartment of Mathematical Sciences, Oakland University, Rochester, Michiganen_US
dc.contributor.affiliationotherRubicon, Ann Arbor, Michiganen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.identifier.pmid7587384en_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/45243/1/10957_2005_Article_BF02192225.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/BF02192225en_US
dc.identifier.sourceJournal of Optimization Theory and Applicationsen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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