collocation methods

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

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