Complementary Condensing for the Direct Multiple Shooting Method
نویسندگان
چکیده
In this contribution we address the efficient solution of optimal control problems of dynamic processes with many controls. Such problems typically arise from the convexification of integer control decisions. We treat this problem class using the direct multiple shooting method to discretize the optimal control problem. The resulting nonlinear problems are solved using an SQP method. Concerning the solution of the quadratic subproblems we present a factorization of the QP’s KKT system, based on a combined null–space range–space approach exploiting the problem’s block sparse structure. We demonstrate the merit of this approach for a vehicle control problem in which the integer gear decision is convexified.
منابع مشابه
Block-structured quadratic programming for the direct multiple shooting method for optimal control
In this contribution we address the efficient solution of optimal control problems of dynamic processes with many controls. Such problems arise, e.g., from the outer convexification of integer control decisions. We treat this optimal control problem class using the direct multiple shooting method to discretize the optimal control problem. The resulting nonlinear problems are solved using sequen...
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