Fixed point optimization algorithm and its application to linear-quadratic control problems
| Project/Area Number |
21760062
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Engineering fundamentals
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| Research Institution | Kyushu Institute of Technology |
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Principal Investigator |
IIDUKA Hideaki Kyushu Institute of Technology, ネットワークデザイン研究センター, 准教授 (50532280)
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| Project Period (FY) |
2009 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2010: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
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| Keywords | 最適制御 / 線形二次制御問題 / 非凸最適化問題 / 非拡大写像 / 不動点 / 不動点最適化アルゴリズム / ネットワーク制御 / ネットワーク資源割り当て問題 / 凸最適化問題 / 共役勾配法 |
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| Research Abstract |
We devised an iterative algorithm, called a fixed point optimization algorithm, for solving a linear-quadratic control problem, which is one of the central issues in optimal control and conducted a convergence analysis on the algorithm. We also applied the algorithm to concrete network resource allocation problems such as power and bandwidth allocation and provided numerical examples for these problems. The numerical examples showed the effectiveness of the algorithm. The proposed algorithm may be modified to work for large-scale and complex system networks with incompleteness and asymmetry.
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Report
(3 results)
Research Products
(31 results)
