Numerical solution of optimal control problems with sparse SQP-methods

MaRDI QIDQ5292054zbMATH OpenFDO

Authors G. Wimmer, Thorsten Steinmetz, Markus Clemens

Publication date 19 June 2007

zbMATH Keywords

cg-methodLU decompositionnumerical resultsoptimal controlquadratic optimizationRunge-Kutta schemes

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10)

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(8)

• Special issue: SQP-based direct discretization methods for practical optimal control problems
• Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
• A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints
• Sparse solutions of optimal control via Newton method for under-determined systems
• Sparse Jacobian updates in the collocation method for optimal control problems
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• On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems

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