Solving the Infinite-Horizon Constrained LQR Problem Using Accelerated Dual Proximal Methods
نویسندگان
چکیده
منابع مشابه
Solving the infinite-horizon constrained LQR problem using splitting techniques
This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR problem and a projection step, which are solved repeatedly, with the solution of one influencing the other. The first step amounts to the solution ...
متن کاملSolution of the input-constrained LQR problem using dynamic programming
The input-constrained LQR problem is addressed in this paper; i.e., the problem of finding the optimal control law for a linear system such that a quadratic cost functional is minimised over a horizon of length N subject to the satisfaction of input constraints. A global solution (i.e., valid in the entire state space) for this problem, and for arbitrary horizon N, is derived analytically by us...
متن کاملthe algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولPseudospectral methods for solving infinite-horizon optimal control problems
An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite duration of the approximation, the final time lies an infinite duration from the actual horizon at ...
متن کاملAccelerated first-order primal-dual proximal methods for linearly constrained composite convex programming
Motivated by big data applications, first-order methods have been extremely popular in recent years. However, naive gradient methods generally converge slowly. Hence, much efforts have been made to accelerate various first-order methods. This paper proposes two accelerated methods towards solving structured linearly constrained convex programming, for which we assume composite convex objective ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2017
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2016.2594381