An adaptive multiple shooting strategy for optimal control

The use of multiple shooting has become the standard for the numerical solution of optimal control problems. We investigate how multiple shooting affects the convergence properties of Newton-type methods. For the first time, we conduct a systematic comparison of several multiple shooting strategies on a set of 40 optimal control problems. In addition, we consider … Read more

On liftings that improve convergence properties of Newton’s Method for Boundary Value Optimization Problems

The representation of a function in a higher-dimensional space is often referred to as lifting. Liftings can be used to reduce complexity. We are interested in the question of how liftings affect the local convergence of Newton’s method. We propose algorithms to construct liftings that potentially reduce the number of iterations via analysis of local … Read more