A constraint homotopy active set solver for linear-quadratic optimal control
An efficient optimization method is proposed for linear- quadratic optimal control problems with state and control constraints. We describe an active set solver that uses Riccati recursions to solve a sequence of equality-constrained subproblems. The main contribution is a homotopy method based on r...
Main Authors: | , |
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Format: | Journal article |
Language: | English |
Published: |
IEEE
2024
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