Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems

DOI10.1007/S10013-018-0318-7MaRDI QIDQ1633797zbMATH OpenOpenAlexWikidataFDO

Authors Andreas Huber, Matthias Gerdts, Enrico Bertolazzi

Publication date 20 December 2018

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10013-018-0318-7

zbMATH Keywords

optimal controldirect discretization methodinterior-point methodstructure exploitation

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

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Cites work

• scientific article; zbMATH DE number 789388 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• A factorization with update procedures for a KKT matrix arising in direct optimal control
• An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
• Block-structured quadratic programming for the direct multiple shooting method for optimal control
• Efficient numerical methods for nonlinear MPC and moving horizon estimation
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
• Optimal control of ODEs and DAEs.
• Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
• qpOASES: a parametric active-set algorithm for~quadratic programming

Cited in

(4)

• A Warm-Start Strategy in Interior Point Methods for Shrinking Horizon Model Predictive Control With Variable Discretization Step
• An interior point algorithm with inexact step computation in function space for state constrained optimal control
• State-defect constraint pairing graph coarsening method for Karush-Kuhn-Tucker matrices arising in orthogonal collocation methods for optimal control
• On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗

Describes a project that uses

Uses Software

• MA57
• qpOASES
• Eigen
• Armadillo
• SOCS

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