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i was looking into the so called evil left path, as i am a lefty, when I thought about the central path and where that sits in all of this, so i punched in to google thecentral path and the sixth or eigth site down was titled "interior point methods for opimal control of discrete time" i clicked on it and was prompted to either run or save the file so i saved it and had a read of it.
Abstract.
We show that recently developed interior point methods for quadratic programming and linear complementarity problems can be put to use in solving discrete-time optimal control problems, with general pointwise constraints on states and controls. We describe interior point algorithms for a discrete time linear-quadratic regulator problem with mixed state/control constraints, and show how it can be efficiently incorporated into an inexact sequential quadratic programming algorithm for nonlinear problems. The key to the efficiency of the interior-point method is the narrow-banded structure of the coefficient matrix which is factorized at each iteration. Key words. interior point algorithms, optimal control, banded linear systems.
Originally posted by the whistler
reply to post by oldgoat
mayby because i am searching in australia cos i is an ozzy the search results may be different or some ting like dat. so if you can't find it and want it, i am more than happy to send it to anyone who wants to review it but i am starting to think i was reading to much into something i don't understand. once i saw rockafella's name i turned into a pitbull. sorry if it is a dud but that is what i reckoned at the time.