A quadratically convergent inexact SQP method for optimal control of differential algebraic equations

DOI10.1002/oca.2026zbMath1292.90223OpenAlexW2163615088MaRDI QIDQ5417266

Moritz Diehl, Boris Houska

Publication date: 16 May 2014

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2026

zbMATH Keywords

differential algebraic equationsnonlinear optimal controlDAE relaxationinexact SQP methods

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (4)

Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Lifted collocation integrators for direct optimal control in ACADO toolkit ⋮ Boundary-Value Problems for Differential-Algebraic Equations: A Survey ⋮ An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization

Uses Software

• ACADO
• LiftOpt

Cites Work

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• Numerical experiments with an inexact Jacobian trust-region algorithm
• SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
• ACADO toolkit-An open-source framework for automatic control and dynamic optimization
• An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization
• The Lifted Newton Method and Its Application in Optimization
• Differential-Algebraic Systems as Differential Equations on Manifolds
• Integration of Stiff Equations

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