Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems

DOI10.1007/s10013-018-0318-7zbMath1405.49020OpenAlexW2898017292WikidataQ129067392 ScholiaQ129067392MaRDI QIDQ1633797

Andreas Huber, Enrico Bertolazzi, Matthias Gerdts

Publication date: 20 December 2018

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10013-018-0318-7

zbMATH Keywords

optimal controlinterior-point methoddirect discretization methodstructure exploitation

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

Uses Software

• MA57
• qpOASES
• Eigen
• Armadillo
• SOCS

Cites Work

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• A factorization with update procedures for a KKT matrix arising in direct optimal control
• qpOASES: a parametric active-set algorithm for~quadratic programming
• Optimal control of ODEs and DAEs.
• Block-structured quadratic programming for the direct multiple shooting method for optimal control
• Efficient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation
• Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• MA57---a code for the solution of sparse symmetric definite and indefinite systems

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