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An External Active-Set Strategy for Solving Optimal Control Problems
DOI:10.1109/TAC.2009.2013035.png)
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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