Convex Quadratic Programming

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4 total messages Started by RAI Ranjan Fri, 22 Jan 1993 09:42

#170

Author: RAI Ranjan
Date: Fri, 22 Jan 1993 09:42

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  Hello.  Does anyone know of interesting applications of CONVEX quadratic
programming in control?  References would be appriciated.

-- 
Ranjan Rai                             <rairan@ecf.toronto.edu> 
Engineering Science 9T3                <rr@odin.control.toronto.edu> 
University of Toronto

Re: Convex Quadratic Programming

#174

Author: William J. Bencze
Date: Fri, 22 Jan 1993 12:15

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>> On Fri, 22 Jan 1993 09:42:23 GMT, rairan@ecf.toronto.edu (RAI Ranjan) said:

>   Hello.  Does anyone know of interesting applications of CONVEX quadratic
> programming in control?  References would be appriciated.

  Take a look at "Linear Controller Design, Limits of Performance" by
Stephen Boyd and Craig Barratt. (Prentice Hall, 1991).  They show that a
wide range of common controller design problems can be described as convex
optimization problems.

-Bill
--
 Bill Bencze                               bencze@isl.stanford.edu

Re: Convex Quadratic Programming

#173

Author: Adam L. Schwartz
Date: Fri, 22 Jan 1993 18:16

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In article <C191Mo.Aws@ecf.toronto.edu> rairan@ecf.toronto.edu (RAI Ranjan) writes:
>  Hello.  Does anyone know of interesting applications of CONVEX quadratic
>programming in control?  References would be appriciated.

LQG is an interesting convex quadratic programming problem.

-Adam

Re: Convex Quadratic Programming

#176

Author: Karolos Grigoriadis
Date: Sat, 23 Jan 1993 03:52

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In article <BENCZE.93Jan22121555@isl.stanford.edu> bencze@isl.stanford.edu (William J. Bencze) writes:
>>> On Fri, 22 Jan 1993 09:42:23 GMT, rairan@ecf.toronto.edu (RAI Ranjan) said:
>
>>   Hello.  Does anyone know of interesting applications of CONVEX quadratic
>> programming in control?  References would be appriciated.
>
>  Take a look at "Linear Controller Design, Limits of Performance" by
>Stephen Boyd and Craig Barratt. (Prentice Hall, 1991).  They show that a
>wide range of common controller design problems can be described as convex
>optimization problems.
>
>-Bill
>--
> Bill Bencze                               bencze@isl.stanford.edu
>
>
>
>

See also:

J.C. Geromel, P.L.D. Peres and J. Bernussou, "On a Convex Parameter Space
Method for Linear Control Design of Uncertain Systems," SIAM J. Control
and Optimization, 29, 2, 381-402, 1991.

P.P Khargonekar and M.A. Rotea, "Mixed H_2/H_oo Control: A Convex
Optimization Approach," IEEE TAC-36, 7, 824-837, 1991.

....and references therein...


Karolos Grigoriadis
Space Systems and Controls Lab
Purdue University

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