Abstract
In this paper we propose a new dual projected pseudo quasi-Newton method for discrete-time linear quadratic optimal control problems of a large-scale multi-destination network. Our method has successfully overcome the difficulties caused by large dimension and inequality constraints by having a constant Hessian matrix and an efficient successive projection method, respectively. Application of our method to the congestion control of multi-destination network is presented. Above all, it takes less than one second to obtain the solution of a large-scale discrete-time linear quadratic optimal control problem with the problem size of 2800 variables, 700 equality constraints and 2400 inequality constraints.
| Original language | English |
|---|---|
| Pages (from-to) | 264-269 |
| Number of pages | 6 |
| Journal | IEE Conference Publication |
| Issue number | 427 /1 |
| State | Published - 1996 |
| Externally published | Yes |
| Event | Proceedings of the 1996 UKACC International Conference on Control. Part 1 (of 2) - Exeter, UK Duration: 02 09 1996 → 05 09 1996 |