Multi-target linear-quadratic control problem and second-order cone programming

L. Faybusovich, T. Mouktonglang
Proceedings of the 2003 American Control Conference, 2003.  
It's shown that a multi-target linear-quadratic control problem can be reduced to the classical tracking problem where the target is a convex combination of the original ones. Finding coefficients in this convex combination is reduced to solving a second-order cone programming problem which can be easily solved using modern interior point algorithms.
doi:10.1109/acc.2003.1242440 fatcat:g3g2epdhnndzjoaloutm562fsu