Solving reachability problems by a scalable constrained optimization method

被引:0
作者
Kuratko, Jan [1 ,2 ]
Ratschan, Stefan [1 ]
机构
[1] Czech Acad Sci, Inst Comp Sci, Vodarenskou Vezi 271-2, Prague 18207, Czech Republic
[2] Charles Univ Prague, Fac Math & Phys, Ke Karlovu 3, Prague 12116, Czech Republic
关键词
Optimization; Dynamical systems; Boundary value problems; Sequential quadratic programming; Reachability;
D O I
10.1007/s11081-019-09441-6
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this paper we consider the problem of finding an evolution of a dynamical system that originates and terminates in given sets of states. However, if such an evolution exists then it is usually not unique. We investigate this problem and find a scalable approach for solving it. In addition, the resulting saddle-point matrix is sparse. We exploit the structure in order to reach an efficient implementation of our method. In computational experiments we compare line search and trust-region methods as well as various methods for Hessian approximation.
引用
收藏
页码:215 / 239
页数:25
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