A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
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Publication:5363377
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Cites work
- scientific article; zbMATH DE number 1182743 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Globally Convergent Stabilized SQP Method
- A parallel quadratic programming method for dynamic optimization problems
- A second derivative SQP method: local convergence and practical issues
- An alternative use of the Riccati recursion for efficient optimization
- Autogenerating microsecond solvers for nonlinear MPC: a tutorial using ACADO integrators
- Determination of the inertia of a partitioned Hermitian matrix
- Differential dynamic programming and Newton's method for discrete optimal control problems
- Efficient numerical methods for nonlinear MPC and moving horizon estimation
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Structured regularization for barrier NLP solvers
- qpOASES: a parametric active-set algorithm for~quadratic programming
Cited in
(5)- \texttt{acados} -- a modular open-source framework for fast embedded optimal control
- A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming
- Exponential decay in the sensitivity analysis of nonlinear dynamic programming
- Multi-level iterations for economic nonlinear model predictive control
- Direct optimal control and model predictive control
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