Duality in $H^infty$ Cone Optimization
Författare
Summary, in English
Positive real cones in the space $H^infty$ appear naturally in many optimization problems of control theory and signal processing. Although such problems can be solved by finite-dimensional approximations (e.g., Ritz projection), all such approximations are conservative, providing one-sided bounds for the optimal value. In order to obtain both upper and lower bounds of the optimal value, a dual problem approach is developed in this paper. A finite-dimensional approximation of the dual problem gives the opposite bound for the optimal value. Thus, by combining the primal and dual problems, a suboptimal solution to the original problem can be found with any required accuracy.
Avdelning/ar
Publiceringsår
2002
Språk
Engelska
Sidor
253-277
Publikation/Tidskrift/Serie
SIAM Journal of Control and Optimization
Volym
41
Issue
1
Dokumenttyp
Artikel i tidskrift
Förlag
Society for Industrial and Applied Mathematics
Ämne
- Control Engineering
Nyckelord
- quasi-convex optimization
- convex duality
- H$^infty$ space
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1095-7138