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Avtomatika i Telemekhanika, 1977, Issue 6, Pages 103–111 (Mi at7381)  
Developing Systems

On using triangular matrix factorization in the method of penalty functions for solution of problems in linear dynamic programming

V. E. Krivonozhko, S. P. Chebotarev

Moscow
Full-text PDF (1201 kB)
Abstract: A finite algorithm is proposed for solution of problems in linear dynamic programming that relies on the method of a quadratic penalty function with triangular factorization of unit matrices.

Received: 09.03.1976
Bibliographic databases:
Document Type: Article
UDC: 518.283
Language: Russian
Citation: V. E. Krivonozhko, S. P. Chebotarev, “On using triangular matrix factorization in the method of penalty functions for solution of problems in linear dynamic programming”, Avtomat. i Telemekh., 1977, no. 6, 103–111; Autom. Remote Control, 38:6 (1977), 861–867
Citation in format AMSBIB
\Bibitem{KriChe77}
\by V.~E.~Krivonozhko, S.~P.~Chebotarev
\paper On using triangular matrix factorization in the method of penalty functions for solution of problems in linear dynamic programming
\jour Avtomat. i Telemekh.
\yr 1977
\issue 6
\pages 103--111
\mathnet{http://mi.mathnet.ru/at7381}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=489921}
\zmath{https://zbmath.org/?q=an:0424.49020}
\transl
\jour Autom. Remote Control
\yr 1977
\vol 38
\issue 6
\pages 861--867
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