algorithms and software

A Gauss-Newton-based Decomposition Algorithm for Nonlinear Mixed-Integer Optimal Control Problems

  • Adrian Bürger
  • Clemens Zeile
  • Angelika Altmann-Dieses
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Control Applications, Systems governed by Differential Equations Optimization Tags , ,

    For the fast approximate solution of Mixed-Integer Non-Linear Programs (MINLPs) arising in the context of Mixed-Integer Optimal Control Problems (MIOCPs) a decomposition algorithm exists that solves a sequence of three comparatively less hard subproblems to determine an approximate MINLP solution. In this work, we propose a problem formulation for the second algorithm stage that is … 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