Convex Programming in Optimal Control and Information Theory
Author: Tobias Samuel Sutter
Publisher:
Published: 2017
Total Pages:
ISBN-13:
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Author: Tobias Samuel Sutter
Publisher:
Published: 2017
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Stephen P. Boyd
Publisher: Cambridge University Press
Published: 2004-03-08
Total Pages: 744
ISBN-13: 9780521833783
DOWNLOAD EBOOKConvex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Author: Judah Ben Rosen
Publisher:
Published: 1965
Total Pages: 25
ISBN-13:
DOWNLOAD EBOOKA general type of discrete optimal control problem with both control and state constraints is considered. Necessary conditions for a relative minimum are given (assuming only differentiability) based on the KuhnTucker theory. For a convex function and linear system of differential equations it is shown that these conditions are also sufficient for a global minimum. A computational scheme is described for the state constrained problem where the conditions are sufficient. The scheme is based on a convex programming method and determines first if any admissible control exists, and if so, finds an optimal control. The solution of a four-dimensional system with state constraints is presented in order to illustrate this computational scheme. (Author).
Author: Aharon Ben-Tal
Publisher: SIAM
Published: 2001-01-01
Total Pages: 500
ISBN-13: 0898714915
DOWNLOAD EBOOKHere is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Author: Viorel Barbu
Publisher: Springer
Published: 2013-01-02
Total Pages: 368
ISBN-13: 9789400722484
DOWNLOAD EBOOKAn updated and revised edition of the 1986 title Convexity and Optimization in Banach Spaces, this book provides a self-contained presentation of basic results of the theory of convex sets and functions in infinite-dimensional spaces. The main emphasis is on applications to convex optimization and convex optimal control problems in Banach spaces. A distinctive feature is a strong emphasis on the connection between theory and application. This edition has been updated to include new results pertaining to advanced concepts of subdifferential for convex functions and new duality results in convex programming. The last chapter, concerned with convex control problems, has been rewritten and completed with new research concerning boundary control systems, the dynamic programming equations in optimal control theory and periodic optimal control problems. Finally, the structure of the book has been modified to highlight the most recent progression in the field including fundamental results on the theory of infinite-dimensional convex analysis and includes helpful bibliographical notes at the end of each chapter.
Author: Viorel Barbu
Publisher: Springer Science & Business Media
Published: 2012-01-03
Total Pages: 376
ISBN-13: 940072246X
DOWNLOAD EBOOKAn updated and revised edition of the 1986 title Convexity and Optimization in Banach Spaces, this book provides a self-contained presentation of basic results of the theory of convex sets and functions in infinite-dimensional spaces. The main emphasis is on applications to convex optimization and convex optimal control problems in Banach spaces. A distinctive feature is a strong emphasis on the connection between theory and application. This edition has been updated to include new results pertaining to advanced concepts of subdifferential for convex functions and new duality results in convex programming. The last chapter, concerned with convex control problems, has been rewritten and completed with new research concerning boundary control systems, the dynamic programming equations in optimal control theory and periodic optimal control problems. Finally, the structure of the book has been modified to highlight the most recent progression in the field including fundamental results on the theory of infinite-dimensional convex analysis and includes helpful bibliographical notes at the end of each chapter.
Author: Yurii Nesterov
Publisher: SIAM
Published: 1994-01-01
Total Pages: 414
ISBN-13: 9781611970791
DOWNLOAD EBOOKSpecialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Author: Michael D. Canon
Publisher: New York ; Toronto : McGraw-Hill Book Company
Published: 1970
Total Pages: 310
ISBN-13:
DOWNLOAD EBOOK"This book has three basic aims: to present a unified theory of optimization, to introduce nonlinear programming algorithms to the control engineer, and to introduce the nonlinear programming expert to optimal control. This volume can be used either as a graduate text or as a reference text." --Preface.
Author: Dimitri Bertsekas
Publisher: Athena Scientific
Published: 2009-06-01
Total Pages: 256
ISBN-13: 1886529310
DOWNLOAD EBOOKAn insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations of convex optimization and duality theory. Convexity theory is first developed in a simple accessible manner, using easily visualized proofs. Then the focus shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex functions in terms of points, and in terms of hyperplanes. Finally, convexity theory and abstract duality are applied to problems of constrained optimization, Fenchel and conic duality, and game theory to develop the sharpest possible duality results within a highly visual geometric framework. This on-line version of the book, includes an extensive set of theoretical problems with detailed high-quality solutions, which significantly extend the range and value of the book. The book may be used as a text for a theoretical convex optimization course; the author has taught several variants of such a course at MIT and elsewhere over the last ten years. It may also be used as a supplementary source for nonlinear programming classes, and as a theoretical foundation for classes focused on convex optimization models (rather than theory). It is an excellent supplement to several of our books: Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 2017), Network Optimization(Athena Scientific, 1998), Introduction to Linear Optimization (Athena Scientific, 1997), and Network Flows and Monotropic Optimization (Athena Scientific, 1998).
Author: Joao Jose Dos Santos Sentieiro
Publisher:
Published: 1986
Total Pages:
ISBN-13:
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