Inexact Newton-type optimization with iterated sensitivities
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Publication:4600840
DOI10.1137/16M1079002zbMATH Open1381.49028OpenAlexW2783174235MaRDI QIDQ4600840FDOQ4600840
Authors: Rien Quirynen, Sébastien Gros, Moritz Diehl 
Publication date: 17 January 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1079002
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Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Newton-type methods (49M15) Numerical methods of relaxation type (49M20) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cited In (12)
- \texttt{acados} -- a modular open-source framework for fast embedded optimal control
- Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control
- Adjoint-based algorithms and numerical methods for sensitivity generation and optimization of large scale dynamic systems.
- Newton-type methods for non-convex optimization under inexact Hessian information
- Efficient delay and parameter estimation for nonlinear systems based on lifted IRK integrators with inexact Jacobians
- Inexactly constrained discrete adjoint approach for steepest descent-based optimization algorithms
- Direct optimal control for time-delay systems via a lifted multiple shooting algorithm
- Solving quadratic programs to high precision using scaled iterative refinement
- New results for the handling of additional equality constraints in one-shot optimization
- The lifted Newton method and its application in optimization
- Lifted collocation integrators for direct optimal control in ACADO toolkit
- Inexact generalized Newton methods for second order \(C\)-differentiable optimization
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