SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control

DOI10.1016/S0377-0427(00)00305-8zbMath0963.65070WikidataQ126771245 ScholiaQ126771245MaRDI QIDQ1578849

Helmut Maurer, Christof Büskens

Publication date: 3 July 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisnumerical examplesnonlinear programmingTaylor expansionoptimal control problemssequential quadratic programming methodsadjoint variables estimationcontrol state constraints

Mathematics Subject Classification ID

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

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ESA NLP Solver WORHP

Uses Software

• BNDSCO

Cites Work

• Introduction to sensitivity and stability analysis in nonlinear programming
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• New general guidance method in constrained optimal control. II: Application to space shuttle guidance
• Sensitivity analysis for state constrained optimal control problems
• Solution differentiability for parametric nonlinear control problems with control-state constraints
• Sensitivity analysis for parametric control problems with control-state constraints
• Real-time computation of feedback controls for constrained optimal control problems. part 1: Neighbouring extremals
• Real-time computation of feedback controls for constrained optimal control problems. part 2: A correction method based on multiple shooting
• Guiding functions and discontinuous control: The underwater vehicle example
• Solution Differentiability for Nonlinear Parametric Control Problems
• Path-constrained trajectory optimization using sparse sequential quadratic programming
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• An Abstract Variational Theory with Applications to a Broad Class of Optimization Problems. I. General Theory
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