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Robust Optimal Control of Linear Discrete-Time Systems Using Primal-Dual Interior-Point Methods
Robust Optimal Control Linear Discrete-Time Systems Primal-Dual Interior-Point Methods
2015/7/10
This paper describes how to efficiently solve a robust optimal control problem using recently developed primal-dual interior-point methods. Among potential applications are model predictive control. T...
Advances in Convex Optimization:Interior-point Methods,Cone Programming, and Applications
Advances in Convex Optimization Interior-point Methods Cone Programming Applications
2015/7/10
In this talk I will give an overview of some major developments in convex optimization that have emerged over the last ten years or so. The basic idea is that convex problems are fundamentally tractab...