On Some Properties of Parametric Quadratic Programs Pertaining to Continuous-time Quadratic Fractional Programming
Ching‐Feng Wen, Yung-Yih Lur, Wen‐Hsien Ho, Jyh‐Horng Chou · 2012
This article is concerned with quadratic fractional optimal control problems with linear state constraints. Such problems are called the {\em continuous-time quadratic fractional programming problems} (CQFP). Some basic properties of parametric continuous-time quadratic programming problems pertaining to (CQFP) are derived. By these properties, (CQFP) can be reduced to continuous-time quadratic programming problems. Besides, a discretization approach for solving continuous-time quadratic programming problems is also developed. The developed approach will provide an important foundation for constructing a parametric computational procedure for (CQFP).