structured quadratic programming

blockSQP 2: exploiting structure to improve performance

  • Reinhold Wittmann
  • Sebastian Sager
    • Categories Dynamic Programming, Nonlinear Optimization Tags , , , ,

    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 Condensing Algorithm for Nonlinear MPC with a Quadratic Runtime in Horizon Length

  • Joel A E Andersson
  • Moritz Diehl
  • Janick V Frasch
  • Milan Vukov
    • Categories Optimization of Simulated Systems, Quadratic Programming Tags , , , ,

    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