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
Abstract One approach to solving optimal control problems is Bock’s direct multiple shoot- ing method. This method yields lifted nonlinear optimization problems (NLPs) with a spe- cific block structure. Exploiting this structure via tailored optimization algorithms can be computationally beneficial. We propose such methods, primarily within the framework of fil- ter line search sequential quadratic … Read more
A large number of practical algorithms for Optimal Control Problems (OCP) relies on a so-called condensing procedure to exploit the given structure in the quadratic programming (QP) subproblems. While the established structure-exploiting condensing algorithm is of cubic complexity in the horizon length, in this technical note we propose a novel algorithm that is only of … Read more