多目的<i>l</i><sub>1</sub>制御における双対問題

Abstract

In this paper, an l1-optimal control problem with frequency and time domain constraints on a closed-loop response is considered. The problem is formulated as an infinite dimensional linear programming problem, and the primal and dual approach is exploited. This sometimes results in non-zero gap between the primal and dual costs. This paper proposes a new method to approximate the primal and dual problems without the duality gap. As a result, the method yields a sub-optimal solution with arbitrary accuracy.