Solving reachability problems by a scalable constrained optimization method

被引：0
作者：
Jan Kuřátko
Stefan Ratschan
机构：
[1] The Czech Academy of Sciences,Institute of Computer Science
[2] Charles University in Prague,Faculty of Mathematics and Physics
来源：
Optimization and Engineering | 2020年 / 21卷
关键词：
Optimization; Dynamical systems; Boundary value problems; Sequential quadratic programming; Reachability;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：215 / 239
页数：24
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