Convex optimizationConvex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard.
Linear–quadratic regulatorThe theory of optimal control is concerned with operating a dynamic system at minimum cost. The case where the system dynamics are described by a set of linear differential equations and the cost is described by a quadratic function is called the LQ problem. One of the main results in the theory is that the solution is provided by the linear–quadratic regulator (LQR), a feedback controller whose equations are given below. LQR controllers possess inherent robustness with guaranteed gain and phase margin, and they also are part of the solution to the LQG (linear–quadratic–Gaussian) problem.
Branch (computer science)A branch is an instruction in a computer program that can cause a computer to begin executing a different instruction sequence and thus deviate from its default behavior of executing instructions in order. Branch (or branching, branched) may also refer to the act of switching execution to a different instruction sequence as a result of executing a branch instruction. Branch instructions are used to implement control flow in program loops and conditionals (i.e., executing a particular sequence of instructions only if certain conditions are satisfied).
Pontryagin's maximum principlePontryagin's maximum principle is used in optimal control theory to find the best possible control for taking a dynamical system from one state to another, especially in the presence of constraints for the state or input controls. It states that it is necessary for any optimal control along with the optimal state trajectory to solve the so-called Hamiltonian system, which is a two-point boundary value problem, plus a maximum condition of the control Hamiltonian.
Probabilistic analysis of algorithmsIn analysis of algorithms, probabilistic analysis of algorithms is an approach to estimate the computational complexity of an algorithm or a computational problem. It starts from an assumption about a probabilistic distribution of the set of all possible inputs. This assumption is then used to design an efficient algorithm or to derive the complexity of a known algorithm. This approach is not the same as that of probabilistic algorithms, but the two may be combined.
