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Now showing items 41-50 of 54

#### On the Stability of Multiple Time-Scale Systems.

(1985)

The stability of time-invariant multiparameter singular perturbation problems is considered and the implications of two time-scale stability results for multiple time-scale systems are clarified. An example shows that the ...

#### Robustness under Uncertainly with Phase Information.

(1989)

The framework of Doyle's structured angular value is extended to take advantage of possibly available phase information on the dynamic uncertainty. A computable upper bound is obtained for this phase-sensitive structured ...

#### Robustness in the Presence of Joint Parametric Uncertainty and Unmodeled Dynamics.

(1988)

It is shown that, in the case of joint real parametric and complex uncertainty, Doyle's structured singular value can be obtained as the solution of a smooth constrained optimization problem. While this problem may have ...

#### Generalized Numerical Range and the Computation of the Structured Singular Value.

(1987)

The concept of structured singular value was recently introduced by Doyle (Proc. IEE, vol. 129, pp. 242-250, 1982) as a tool for the analysis and synthesis of feedback systems with structured uncertainties. In this paper ...

#### On the Generalized Numerical Range.

(1986)

Let A_k, k = 1, ...., m be n x n Hermitian matricies and let f: C^n --> R^m have components f^k(x) = x^H A_k(x), k = 1, ..., m. When n >= 3 and m = 3, the set W(A_1>,..., A_m) = {f(x): || x || = 1} PROPER subset of R_m is ...

#### A Primal-Dual Interior-Point Method for Nonconvex Optimization with Multiple Logarithmic Barrier Parameters and with Strong Convergence Properties

(1998)

It is observed that an algorithm proposed in the 1980s for thesolution of nonconvex constrained optimization problems is in fact aprimal-dual logarithmic barrier interior-point method closely related tomethods under current ...

#### Nonlinear Equality Constraints in Feasible Sequential Quadratic Programming

(1995)

A simple scheme is proposed for handling nonlinear equality constraints in the context of a previously introduced sequential quadratic programming (SQP) algorithm for inequality constrained problems, generating iterates ...

#### User's Guide for FSQP Version 3.0c: A FORTRAN Code for Solving Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality and Linear Constraints

(1992)

FSQP 3.0c is a set of FORTRAN subroutines for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to general smooth constraints. If the initial guess provided by the user ...

#### Feasible Sequential Quadratic Programming for Finely Discretized Problems from SIP

(1997)

A sequential Quadratic Programming algorithm designed to efficiently solve nonlinear optimization problems with many inequality constraints, e.g. problems arising from finely discretized Semi-Infinite Programming, is ...

#### User's Guide for JAKEFSQP Version 1.0

(1993)

JAKEFSQP is a utility program that allows a user of the FSQP constrains optimization routines to involve the automatic differentiation preprocessor JAKEF with minimal burden.