Implementation of primal-dual algorithms for multi-criteria
linear-quadratic control problems

We describe an implementation of primal-dual algorithms for multi-criteria
linear-quadratic control problem in minimax form. This problem is easily
reduced to (infinite-dimensional) second-order conic programming problem. We
then describe the procedure for the computation of popular primal-dual
directions (infinite-dimensional in this case), discuss numerical issues, using
the structure of the problem and present some numerical results which show a
very fast convergence of these algorithms. 

Based on joint work with T.  Mouktonglang and T. Tsuchiya .