Abstract
We develop an interior-point technique for solving quadratic programming problems in a Hilbert space. As an example, we consider an application of these results to the linear-quadratic control problem with linear inequality constraints. It is shown that the Newton step in this situation is basically reduced to solving the standard linear-quadratic control problem.
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Faybusovich, L., Moore, J.B. Long-Step Path-Following Algorithm for Convex Quadratic Programming Problems in a Hilbert Space. Journal of Optimization Theory and Applications 95, 615–635 (1997). https://doi.org/10.1023/A:1022626006554
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DOI: https://doi.org/10.1023/A:1022626006554