This work presents an approach to solve the Discrete-Time Time Invariant Linear Quadratic Optimal Control problem which minimizes
a performance index (either minimum time and/or minimum energy). The design approach presented in this paper transforms the
LQ problem into a combinatorial optimization problem and use the Simulated Annealing algorithm to perform the optimization
part. In addition, a non-conventional performance index is proposed. Some SISO and MIMO systems are tested with this approach.
Their results proved the approach to be an excellent option to find a solution to the problem.