Interior point methods for optimal control of discrete time systems

DOI10.1007/BF00940784zbMath0796.49034MaRDI QIDQ1321328

Stephen J. Wright

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

linear complementarityinterior point methodsbanded linear systemsdiscrete-time optimal controldiscrete-time linear-quadratic regulator problem

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Linear-quadratic optimal control problems (49N10)

Related Items (28)

Inexact primal-dual interior point iteration for linear programs in function spaces ⋮ Numerical solution of constrained optimal control problems with parameters ⋮ Efficient solution of second order cone program for model predictive control ⋮ Interactive dynamic optimization server – connecting one modelling language with many solvers ⋮ Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control ⋮ A predictor-corrector method for extended linear-quadratic programming ⋮ A sparse and condensed QP formulation for predictive control of LTI systems ⋮ Constrained LQR for low-precision data representation ⋮ Efficient robust optimization for robust control with constraints ⋮ Application of interior-point methods to model predictive control ⋮ Numerical methods of nonlinear optimal control based on mathematical programming ⋮ Optimal control of mechanical systems ⋮ On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗ ⋮ Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach ⋮ Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems ⋮ Barrier function based model predictive control ⋮ On the optimum control of differential-algebraic equations ⋮ Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems ⋮ An interior penalty method for optimal control problems with state and input constraints of nonlinear systems ⋮ An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization ⋮ FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs ⋮ Structured computation of optimal controls for constrained cascade systems ⋮ Optimal Flight Paths Reducing the Aircraft Noise during Landing ⋮ Optimal 3D arm strategies for maximizing twist rotation during somersault of a rigid-body model ⋮ Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods ⋮ Minimum-time speed optimisation over a fixed path ⋮ Dynamic programming method for constrained discrete-time optimal control ⋮ Model predictive control: recent developments and future promise

Cites Work

• Unnamed Item
• Unnamed Item
• Solution of discrete-time optimal control problems on parallel computers
• A projected Newton method for minimization problems with nonlinear inequality constraints
• A pointwise quasi-Newton method for unconstrained optimal control problems
• Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs
• On the convergence of projected gradient processes to singular critical points
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Two-Metric Projection Methods for Constrained Optimization
• Parallel Algorithms for Banded Linear Systems
• Strongly Regular Generalized Equations
• Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
• Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
• Partitioned Dynamic Programming for Optimal Control
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• A new approach to differential dynamic programming for discrete time systems
• Inexact Newton methods for the nonlinear complementarity problem
• Projected Newton Methods for Optimization Problems with Simple Constraints

This page was built for publication: Interior point methods for optimal control of discrete time systems