Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints

DOI10.1080/00207179108953650zbMath0777.49027OpenAlexW2034690126MaRDI QIDQ3978345

J. F. A. de O. Pantoja, David Q. Mayne

Publication date: 25 June 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179108953650

zbMATH Keywords

sequential quadratic programmingdiscrete optimal control

Mathematics Subject Classification ID

Quadratic programming (90C20) Discrete-time control/observation systems (93C55)

Related Items

Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control, Some efficient algorithms for unconstrained discrete-time optimal control problems, Active set prediction for nonlinear model predictive control on a shrinking horizon based on the principle of optimality, Dynamic programming method for constrained discrete-time optimal control, Interior point methods for optimal control of discrete time systems

Cites Work

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• Differential dynamic programming and Newton's method for discrete optimal control problems
• A projected Newton method for minimization problems with nonlinear inequality constraints
• Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
• Successive approximation methods for the solution of optimal control problems
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms