We study a deterministic linear-quadratic (LQ) control problem over an infinite horizon, and develop a general apprach to the problem based on semi-definite programming (SDP)and related duality analysis. This approach allows the control cost matrix R to be non-negative (semi-definite), a case...

We propose a polynomial time primal-dual potential reduction algorithm for linear programming. Unlike any other interior point method, the new algorithm is based on a rank-one updating scheme for sequentially computing the projection matrices. For a standard linear programming problem, the...

Beverloo’s law describes the flow rate of grains discharging from hoppers, where the assumption of a free-fall arch (FFA) is very useful in understanding the physical picture of this process. The FFA has been observed in previous experiments but a clear systematic study of the FFA is still...

In this paper we study the properties of the analytic central path of a semidefinite programming problem under perturbation of a set of input parameters. Specifically, we analyze the behavior of solutions on the central path with respect to changes on the right hand side of the constraints,...

In this paper we consider properties of the central path and the analytic center of the optimal face in the context of parametric linear programming. We first show that if the right-hand side vector of a standard linear program is perturbed, then the analytic center of the optimal face is...

AMS classifications: 90C22; 90C20;