Lifted collocation integrators for direct optimal control in ACADO toolkit (Q1697973)

The article is a valuable contribution to the direct collocation approach. The authors investigate a a class of efficient Newton-type algorithms for solving the nonlinear programs. They consider an implicit lifting technique including a condensing and expansion step in which the structure of each subproblem corresponds to that of multiple shooting method for direct optimal control. They establish the mathematical equivalence between the Newton iteration based on direct collocation and the proposed approach and discuss the comutational advantages of a lifted collocation integrator. An implementation of the presented algorithms is done as part of the open-source ACADO code generation software. The article is well written, structured and explained, and contains the following eight sections: Introduction; Direct optimal control methods; Exact lifted collocation integrator for multiple shooting; Adjoint-based inexact lifted collocation integration; Inexact lifted collocation integrator with iterated sensitivities; ACADO toolkit: code generation software; Case study: chain of masses; Conclusions.