In recent years, general-purpose sequential quadratic programming (SQP) methods have been developed that can reliably solve constrained optimization problems with many hundreds of variables and constraints. These methods require remarkably few evaluations of the problem functions and can be shown to converge to a solution under very mild conditions on the problem. Some practical and theoretical...

In this paper we give a global convergence analysis of a basic version of an SQP algorithm described in 2] for the solution of large scale nonlinear inequality-constrained optimization problems. Several procedures and options have been added to the basic algorithm to improve the practical performance; some of these are also analyzed. The important features of the algorithm include the use of a ...

A technique for maintaining the positive definiteness of the matrices in the quasi-Newton version of the SQP algorithm is proposed. In our algorithm, matrices approximating the Hessian of the augmented Lagrangian are updated. The positive definiteness of these matrices in the space tangent to the constraint manifold is ensured by a so-called piecewise line-search technique, while their positive...

In this paper, we develop an algorithm to compute robust MPC explicit solutions for constrained MIMO systems with internal uncertainties and external disturbances. Our approach is based on a recursive closedloop prediction strategy to realize a finite horizon robust MPC regulator, which has the feature that only one-step state prediction is sufficient to realize robust MPC with an arbitrary pre...

We study optimal control problems with vector-valued controls. As model problem serves the optimal distributed control of the instationary Navier-Stokes equations. In the article, we propose a solution strategy to solve optimal control problems with pointwise convex control constraints. It involves a SQP-like step with an imbedded active-set algorithm. The efficiency of that method is demonstra...

Global convergence to rst-order critical points is proved for two trust-region SQP-lter algorithms of the type introduced by Fletcher and Leyyer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyyer and Toint (1998). The rst algorithm decomposes the step into its normal and tangential components ...

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper describes a fast, robust method to design a trajectory in the CRTBP (circular r...

The utility of numerical codes is greatly enhanced if they can be used in design, a situation that typically involves iterative optimization algorithms. An attractive way is to use gradient-based algorithms developed for solving nonlinear programming (NLP) problems. In this letter, we examine the performance of a general sequential quadratic programming (SQP) optimization algorithm for designin...