Posted Dec 1, 1995

An Optimization with Competing Performance Criteria

By J. William Helton and Andrei Vityaev

This treats The Nehari problem and generalizations where one (Pareto) optimizes two sup norm (worst case) performance measures functions over analytic functions. It is common in engineering to optimize H² subject to H constraints. Or l¹ subject to H constraints etc. This article optimizes H subject to H constraints.