Iterative linear quadratic optimization for nonlinear control: differentiable programming algorithmic templates

DOI10.5802/OJMO.32MaRDI QIDQ7029912zbMATH OpenFDO

Authors Vincent Roulet, S. S. Srinivasa, Maryam Fazel, Zaid Harchaoui

Publication date 10 February 2025

Published in OJMO. Open Journal of Mathematical Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.5802/OJMO.32

zbMATH Keywords

NewtonGauss-Newtondifferentiable programmingdynamic differentiable programmingnonlinear discrete time control

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Linear-quadratic optimal control problems (49N10)

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Cited in

(1)

• On global and local convergence of iterative linear quadratic optimization algorithms for discrete time nonlinear control

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