Abstract
We present a short survey of some recent author’s results concerning the method for solution of a class of global minimization problems. They may be nonconvex in general. The case of minimizing a quadratic functional in a Hilbert space subject to quadratic constraints is considered specially. Many applied optimal control problems can be formulated in this abstract form. For this case the method reduces the initial problem to the problem of minimization of related quadratic functional without quadratic constraint and to a finite-dimensional convex optimization problem. An example of application of this method, namely the deterministic infinite-horizon linear-quadratic problem of optimal control with quadratic constraints, is considered in details.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
