Algorithms for Linear-Quadratic Optimization

ISBN-13: 9780824796129 / Angielski / Twarda / 1996 / 382 str.

Vasile Sima; Sima Sima

Opis

This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.

Recenzje

"...an excellent addition to the control engineer's reference library."
---Automatica, 2001

Spis treści

Linear-quadratic optimization problems; Newton algorithms; Schur and generalized Schur algorithms; structure-preserving algorithms. Appendices: Comparison of Riccati solvers; notation and abbreviations.

O autorze

Vasile Sima (Author)