The lifted Newton method and its application in optimization

DOI10.1137/080724885MaRDI QIDQ3586152zbMATH OpenOpenAlexFDO

Authors Jan Albersmeyer, Moritz Diehl

Publication date 6 September 2010

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a41946bc895cb4ed4a8034ba3047d5352208b381

zbMATH Keywords

constrained optimizationnonlinear optimizationshooting methodsNewton-type methodsSQP methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30)

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Cited in

(16)

• Autogenerating microsecond solvers for nonlinear MPC: a tutorial using ACADO integrators
• Extended group finite element method
• CasADi: a software framework for nonlinear optimization and optimal control
• Lifted collocation integrators for direct optimal control in ACADO toolkit
• Frenet-Cartesian model representations for automotive obstacle avoidance within nonlinear MPC
• Inexact Newton-type optimization with iterated sensitivities
• An improved method for Wiener-Hammerstein system identification based on the fractional approach
• A generalization of the Riccati recursion for equality‐constrained linear quadratic optimal control
• \texttt{acados} -- a modular open-source framework for fast embedded optimal control
• LiftOpt
• Global optimization in Hilbert space
• Multiple shooting in a microsecond
• Parameter-free resolution of the superposition of stochastic signals
• Finite elements with switch detection for numerical optimal control of nonsmooth dynamical systems with set-valued heaviside step functions
• The lagrange-newton method for infinite-dimensional optimization problems
• A quadratically convergent inexact SQP method for optimal control of differential algebraic equations

Describes a project that uses

Uses Software

• ADOL-C
• ATLAS
• qpOASES

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