A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (Q1937080)
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scientific article; zbMATH DE number 6135544
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| English | A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory |
scientific article; zbMATH DE number 6135544 |
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A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (English)
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11 February 2013
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The authors propose a variant of the differential dynamic programming algorithm for solving discrete time optimal control problems. They use a trust region approach, combined with an active set method and an augmented Lagrangian cost function. Applications of said algorithm are presented in the authors' paper [J. Optim. Theory Appl. 154, No. 2, 418--442 (2012; Zbl 1260.49045)].
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optimal control
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differential dynamic programming
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nonlinear optimization
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large-scale problem
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trust region
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augmented Lagrangian
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