An alternative use of the Riccati recursion for efficient optimization
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Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A primal-dual interior-point method for robust optimal control of linear discrete-time systems
- Application of interior-point methods to model predictive control
- Convex relaxations for mixed integer predictive control
- Efficient numerical methods for nonlinear MPC and moving horizon estimation
- Efficient solution of second order cone program for model predictive control
- Matrix mathematics. Theory, facts, and formulas
- Methods for Modifying Matrix Factorizations
Cited in
(5)- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
- Multiple shooting in a microsecond
- Efficient solution of second order cone program for model predictive control
- Controlling the level of sparsity in MPC
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