A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (Q1937080): Difference between revisions

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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Mathematics Subject Classification ID

49L20

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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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reviewed by

Joseph Frédéric Bonnans

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-012-0039-0

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Multiplier and gradient methods

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Q4023146

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A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints

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A globally convergent method for nonlinear programming

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Q3915937

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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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A sparse nonlinear optimization algorithm

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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

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Q3790948

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LOQO:an interior point code for quadratic programming

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Q5493572

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Algorithm 733: TOMP–Fortran modules for optimal control calculations

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Algorithm 902

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An SQP method for the optimal control of large-scale dynamical systems

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Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods

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Q3241581

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Computational aspects of discrete-time optimal control

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Q5588281

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Q5628775

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A discrete-time differential dynamic programming algorithm with application to optimal orbit transfer

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The computation and theory of optimal control

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Q3689761

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Direct and indirect methods for trajectory optimization

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Conversion of Optimal Control Problems into Parameter Optimization Problems

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Efficient Nonlinear Programming Algorithms for Chemical Process Control and Operations

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Discrete approximations to optimal trajectories using direct transcription and nonlinear programming

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Optimal Low Thrust Trajectories to the Moon

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Q3292915

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Optimal low-thrust trajectories to asteroids through an algorithm based on differential dynamic programming

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Differential dynamic programming technique for constrained optimal control. I: Theoretical development

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Differential dynamic programming applied to continuous optimal control problems with state variable inequality constraints

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A new approach to differential dynamic programming for discrete time systems

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The stagewise Kuhn-Tucker condition and differential dynamic programming

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Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions

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Q4226179

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Convergence in unconstrained discrete-time differential dynamic programming

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Trust Region Methods

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An efficient trust region method for unconstrained discrete-time optimal control problems

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The Design and Structure of a Fortran Program Library for Optimization

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Variational methods for the solution of problems of equilibrium and vibrations

0 references

Numerical comparison of augmented Lagrangian algorithms for nonconvex problems

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Q3690580

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A New Trust-Region Algorithm for Nonlinear Constrained Optimization

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Semi-monotonic inexact augmented Lagrangians for quadratic programing with equality constraints

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Q3656478

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Q5806966

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Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems

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Newton's Method for Large Bound-Constrained Optimization Problems

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Sitelinks

Mathematics(1 entry)

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+The stagewise Kuhn-Tucker condition and differential dynamic programming
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