Fast Linear Algebra for Multiarc Trajectory Optimization

Autor:	Nicolas Bérend, Christophe Talbot, Mounir Haddou, Julien Laurent-Varin, J. Frédéric Bonnans
Rok vydání:	2006
Předmět:	Mathematical optimization Discretization Computer science Differential equation Linear algebra Linear system MathematicsofComputing_NUMERICALANALYSIS Trajectory optimization Function (mathematics) Optimal control Topology QR decomposition
Zdroj:	Nonconvex Optimization and Its Applications ISBN: 9780387300634
DOI:	10.1007/0-387-30065-1_1
Popis:	This paper presents some methods for solving in a fast and reliable way the linear systems arising when solving an optimal control problem by a Runge-Kutta discretization scheme, combined with an interior-point algorithm. Our analysis holds for a multiarc problem, i.e., when several arcs, each of them associated with a dynamics and integral cost, are linked by junction points, called nodes; with the latter are associated junction conditions and a cost function.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::93855dba9ee459e0a774867677b9bbe7 https://doi.org/10.1007/0-387-30065-1_1 Zobrazit plný text záznamu