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 optimizationNewton-type methodsnonlinear optimizationshooting methodsSQP methods

Mathematics Subject Classification ID

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

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Cited in

(19)

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

Describes a project that uses

Uses Software

• ADOL-C
• ATLAS
• qpOASES

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