A Quadratic Programming Dual Algorithm for Minimax Control

Peter D. Scott

doi:10.1109/TAC.1975.1100972

A Quadratic Programming Dual Algorithm for Minimax Control

Peter D. Scott

Department of Computer Science and Engineering

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

The optimal control problem with peak weighting on trajectory error is related to quadratic programming through a duality transformation. A series of finite dimensional quadratic programs yields finitely convergent solutions from which the optimal control may be recovered. Each program yields upper and lower bounds on the optimal cost.

Original language	English
Pages (from-to)	434-435
Number of pages	2
Journal	IEEE Transactions on Automatic Control
Volume	20
Issue number	3
DOIs	https://doi.org/10.1109/TAC.1975.1100972
State	Published - Jun 1975

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A Quadratic Programming Dual Algorithm for Minimax Control

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