Abstract
In this paper, we approach a multiobjective Hp prob
lem with several Hp constraints from the Banach
duality point of view. The problem is reduced to an
abstract norm minimization problem, and the dual
problem is derived using the classical Banach re
sult. It completes the primaldual pair which can
be used to solve the problem numerically by nite
dimensional approximations. While the approxima
tion of the primal problem gives an upper bound
of the optimal value, the approximation of the dual
problem provides a lower bound, and the gap be
tween them can be done arbitrary small. In view of
growing computational power of modern computers,
it gives a good alternative to the standard mixed
objective approach.
lem with several Hp constraints from the Banach
duality point of view. The problem is reduced to an
abstract norm minimization problem, and the dual
problem is derived using the classical Banach re
sult. It completes the primaldual pair which can
be used to solve the problem numerically by nite
dimensional approximations. While the approxima
tion of the primal problem gives an upper bound
of the optimal value, the approximation of the dual
problem provides a lower bound, and the gap be
tween them can be done arbitrary small. In view of
growing computational power of modern computers,
it gives a good alternative to the standard mixed
objective approach.
Original language | English |
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Publication status | Published - 2001 |
Subject classification (UKÄ)
- Control Engineering
Free keywords
- multiple objectives
- convex duality
- linear system