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An External Active-Set Strategy for Solving Optimal Control Problems

delete2009-05-01
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H
Hoam Chung *
E
E. Polak
S
Shankar Sastry
DOI:10.1109/TAC.2009.2013035delete
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Abstract

Abstract

En 中文
We present a new, external, active constraints set strategy for solving nonlinear programming problems with a large number of inequality constraints that arise in the process of discretizing continuous-time optimal control problems with state-space constraints. This strategy constructs a sequence of inequality constrained nonlinear programming problems, containing a progressively larger subset of the constraints in the original problem, and submits them to a nonlinear programming solver for a fixed number of iterations. We prove that this scheme computes a solution of the original problem and show by means of numerical experiments that this strategy results in reductions in computing time ranging from a factor of 6 to a factor of over 100.
Keywords:
Active-set strategies
nonlinear programming
optimal control
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Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

University of California System cover
University of California System
Scholars:
37.5W
Papers: 33.7W
Citations: 6.6K