Convergence acceleration of direct trajectory optimization using novel Hessian calculation methods

DOI10.1007/s10957-008-9351-0zbMath1145.90085OpenAlexW2060524529MaRDI QIDQ927222

Elsie Sterbin Gottlieb

Publication date: 4 June 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9351-0

zbMATH Keywords

Nonlinear programmingDirect trajectory optimizationHessian calculation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Uses Software

• SNOPT
• ve08
• OTIS

Cites Work

• A numerically stable dual method for solving strictly convex quadratic programs
• A sparse nonlinear optimization algorithm
• Multiple-subarc gradient-restoration algorithm. I: Algorithm structure
• Multiple-subarc gradient-restoration algorithm. II: Application to a multistage launch vehicle design
• Local convergence analysis for partitioned quasi-Newton updates
• Modified quasilinearization algorithm for optimal control problems with nondifferential constraints
• Survey of Numerical Methods for Trajectory Optimization
• The Multifrontal Solution of Indefinite Sparse Symmetric Linear
• Direct trajectory optimization using nonlinear programming and collocation
• Sequential conjugate gradient-restoration algorithm for optimal control problems with non-differential constraints and general boundary conditions, part I
• The Multifrontal Method for Sparse Matrix Solution: Theory and Practice
• Application of sparse nonlinear programming to trajectory optimization
• Optimal conditioning of self-scaling variable Metric algorithms
• Accurate Symmetric Indefinite Linear Equation Solvers
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
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