Applying new numerical algorithms to the solution of discrete-time optimal control problems

MaRDI QIDQ4400817zbMATH OpenFDO

Authors Rüdiger Franke, Eckhard Arnold

Publication date 2 August 1998

zbMATH Keywords

discrete-time optimal controlnonlinear programmingquadratic programmingsequential method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Discrete-time control/observation systems (93C55)

Review text

Discrete-time optimal control problems are converted into nonlinear programming problems. Since this leads to a significant increase in the problem dimension, a sequential method is used. The paper explains various steps involved in this sequential quadratic programming solution and compares the implementation requirements with those of other numerical methods in an optimal control problem. For the entire collection see [Zbl 0892.00024].

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Cited in

(10)

• A two-phase computational scheme for solving bang-bang control problems
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• Numerical solution of optimal control problems with discrete-valued system parameters
• \texttt{acados} -- a modular open-source framework for fast embedded optimal control
• Applying a finite-horizon numerical optimization method to a periodic optimal control problem
• A combined genetic algorithms-shooting method approach to solving optimal control problems
• The control parameterization method for nonlinear optimal control: a survey
• A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
• Non-classical optimal control problem: a case study for continuous approximation of four-stepwise function
• On the correlation of local collocation and control parameterization methods

Describes a project that uses

Uses Software

• HQP/OMUSES
• LANCELOT

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