An efficient trust region method for unconstrained discrete-time optimal control problems

DOI10.1007/BF01299158zbMath0876.49025OpenAlexW1990659369MaRDI QIDQ1804374

Aiping Liao, Thomas F. Coleman

Publication date: 25 June 1995

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

Full work available at URL: https://doi.org/10.1007/bf01299158

zbMATH Keywords

trust region methoddiscrete-time optimal controlstagewise Newton's method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15)

Related Items (9)

A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ A continuous implementation of a second-variation optimal control method for space trajectory problems ⋮ Some efficient algorithms for unconstrained discrete-time optimal control problems ⋮ A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory ⋮ On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods ⋮ Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm ⋮ Solving sparse polynomial optimization problems with chordal structure using the sparse bounded-degree sum-of-squares hierarchy ⋮ Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP

Uses Software

• GQTPAR

Cites Work

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• Computational aspects of discrete-time optimal control
• The computation and theory of optimal control
• Computing a Trust Region Step
• Differential dynamic programming and Newton's method
• Computing Optimal Locally Constrained Steps
• The application of optimal control methodology to nonlinear programming problems
• Convergence in unconstrained discrete-time differential dynamic programming
• Partitioned Dynamic Programming for Optimal Control
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A New Algorithm for Unconstrained Optimization

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