A factorization with update procedures for a KKT matrix arising in direct optimal control

DOI10.1007/S12532-011-0030-ZzbMath1276.90046DBLPjournals/mpc/KirchesBSS11OpenAlexW1993388453WikidataQ59309667 ScholiaQ59309667MaRDI QIDQ384809

Christian Kirches, Sebastian Sager, Hans Georg Bock, Johannes P. Schlöder

Publication date: 28 November 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-011-0030-z

zbMATH Keywords

block structured active set quadratic programmingdirect methods for optimal controlmatrix factorizations and updates

Mathematics Subject Classification ID

Factorization of matrices (15A23) Nonlinear programming (90C30) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (5)

Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems ⋮ An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems ⋮ qpOASES: a parametric active-set algorithm for~quadratic programming ⋮ Dominant speed factors of active set methods for fast MPC ⋮ Newton projection with proportioning using iterative linear algebra for model predictive control with long prediction horizon

Uses Software

• OOQP
• Ipopt
• qpOASES
• SODAS
• SolvIND
• QPSchur
• QPOPT
• ZQPCVX
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Cites Work

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• LAPACK Users' Guide
• A Block-$LU$ Update for Large-Scale Linear Programming
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Algorithms for nonlinear constraints that use lagrangian functions
• LOQO:an interior point code for quadratic programming
• Methods for Modifying Matrix Factorizations
• Sparse Matrix Methods in Optimization
• An online active set strategy to overcome the limitations of explicit MPC
• Object-oriented software for quadratic programming
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
• Algorithm 832

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