An alternative use of the Riccati recursion for efficient optimization
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Publication:450690
DOI10.1016/J.SYSCONLE.2011.09.018zbMATH Open1250.93052OpenAlexW2075055460MaRDI QIDQ450690FDOQ450690
Authors: Daniel Axehill, Manfred Morari 
Publication date: 14 September 2012
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.09.018
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Cites Work
- Methods for Modifying Matrix Factorizations
- Title not available (Why is that?)
- Efficient numerical methods for nonlinear MPC and moving horizon estimation
- Matrix mathematics. Theory, facts, and formulas
- Application of interior-point methods to model predictive control
- Convex relaxations for mixed integer predictive control
- A primal-dual interior-point method for robust optimal control of linear discrete-time systems
- Efficient solution of second order cone program for model predictive control
Cited In (5)
- Efficient solution of second order cone program for model predictive control
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- Multiple shooting in a microsecond
- Controlling the level of sparsity in MPC
- A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
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