Complementary Condensing for the Direct Multiple Shooting Method

Christian Kirches (), Hans Georg Bock (), Johannes P. Schlöder () and Sebastian Sager ()
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Christian Kirches: University of Heidelberg, Interdisciplinary Center for Scientific Computing (IWR)
Hans Georg Bock: University of Heidelberg, Interdisciplinary Center for Scientific Computing (IWR)
Johannes P. Schlöder: University of Heidelberg, Interdisciplinary Center for Scientific Computing (IWR)
Sebastian Sager: University of Heidelberg, Interdisciplinary Center for Scientific Computing (IWR)

A chapter in Modeling, Simulation and Optimization of Complex Processes, 2012, pp 195-206 from Springer

Abstract: Abstract 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.

Keywords: Optimal Control Problem; Model Predictive Control; Path Constraint; Quadratic Subproblem; Shooting Node (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-25707-0_16

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DOI: 10.1007/978-3-642-25707-0_16

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