A Projected SQP Method for Nonlinear Optimal Control with Quadratic Convergence

被引：0

作者：

Bayer, Florian A. ^{[1
]}

Notarstefano, Giuseppe ^{[2
]}

Allgoewer, Frank ^{[1
]}

机构：

[1] Univ Stuttgart, Inst Syst Theory & Automat Control, D-70550 Stuttgart, Germany

[2] Univ Salento, Dept Engn, Lecce, Italy

来源：

2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2013年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we propose a discrete-time Sequential Quadratic Programming (SQP) algorithm for nonlinear optimal control problems. Using the idea by Hauser of projecting curves onto the trajectory space, the introduced algorithm has guaranteed recursive feasibility of the dynamic constraints. The second essential feature of the algorithm is a specific choice of the Lagrange multiplier update. Due to this ad hoc choice of the multiplier, the algorithm converges locally quadratically. Finally, we show how the proposed algorithm connects standard SQP methods for nonlinear optimal control with the Projection Operator Newton method by Hauser.

引用

页码：6463 / 6468

页数：6

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