Rien Quirynen

A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control

  • Moritz Diehl
  • Rien Quirynen
  • Robin Verschueren
  • Mario Zanon
    • Categories Systems governed by Differential Equations Optimization Tags , ,

    Quadratic programs (QP) with an indefinite Hessian matrix arise naturally in some direct optimal control methods, e.g. as subproblems in a sequential quadratic programming (SQP) scheme. Typically, the Hessian is approximated with a positive definite matrix to ensure having a unique solution; such a procedure is called \emph{regularization}. We present a novel regularization method tailored … Read more

    Inexact Newton-Type Optimization with Iterated Sensitivities

  • Moritz Diehl
  • Sebastien Gros
  • Rien Quirynen
    • Categories Systems governed by Differential Equations Optimization Tags , , ,

    This paper presents and analyzes an Inexact Newton-type optimization method based on Iterated Sensitivities (INIS). A particular class of Nonlinear Programming (NLP) problems is considered, where a subset of the variables is defined by nonlinear equality constraints. The proposed algorithm considers an arbitrary approximation for the Jacobian of these constraints. Unlike other inexact Newton methods, … Read more

    Efficient Symmetric Hessian Propagation for Direct Optimal Control

  • Moritz Diehl
  • Boris Houska
  • Rien Quirynen
    • Categories Systems governed by Differential Equations Optimization Tags , , ,

    Direct optimal control algorithms first discretize the continuous-time optimal control problem and then solve the resulting finite dimensional optimization problem. If Newton type optimization algorithms are used for solving the discretized problem, accurate first as well as second order sensitivity information needs to be computed. This article develops a novel approach for computing Hessian matrices … Read more

    Lifted Collocation Integrators for Direct Optimal Control in ACADO Toolkit

  • Moritz Diehl
  • Sebastien Gros
  • Boris Houska
  • Rien Quirynen
    • Categories Systems governed by Differential Equations Optimization Tags , , ,

    This paper presents a class of efficient Newton-type algorithms for solving the nonlinear programs (NLPs) arising from applying a direct collocation approach to continuous time optimal control. The idea is based on an implicit lifting technique including a condensing and expansion step, such that the structure of each subproblem corresponds to that of the multiple … Read more