IEEE Transactions on Automatic Control, Vol.44, No.4, 826-829, 1999
The solution of an affine problem and its application in control
An optimization problem with an affine feasible set is studied. By converting the affine set to a closed convex set which contains the solution, the Meyer-Polak algorithm can be used. The selection of the constraints is the fey. issue. A theorem has been derived for the selection of the constraints for the affine problem where the cost function is of p-norm form, Its application in a control problem is demonstrated.