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Convergence of truncates in l 1 optimal feedback control 61

In: Optimization

Author

Listed:
  • Robert Wenczel

    (Royal Melbourne University of Technology)

  • Andrew Eberhard

    (Royal Melbourne University of Technology)

  • Robin Hill

    (Royal Melbourne University of Technology)

Abstract

Existing design methodologies based on infinite-dimensional linear programming generally require an iterative process often involving progressive increase of truncation length, in order to achieve a desired accuracy. In this chapter we consider the fundamental problem of determining a priori estimates of the truncation length sufficient for attainment of a given accuracy in the optimal objective value of certain infinite-dimensional linear programs arising in optimal feedback control. The treatment here also allows us to consider objective functions lacking interiority of domain, a problem which often arises in practice.

Suggested Citation

  • Robert Wenczel & Andrew Eberhard & Robin Hill, 2009. "Convergence of truncates in l 1 optimal feedback control 61," Springer Optimization and Its Applications, in: Charles Pearce & Emma Hunt (ed.), Optimization, edition 1, chapter 0, pages 55-93, Springer.
    • Handle: RePEc:spr:spochp:978-0-387-98096-6_4
    DOI: 10.1007/978-0-387-98096-6_4
    as

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