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: | , |
|---|---|
| פורמט: | Journal article |
| שפה: | English |
| יצא לאור: |
IEEE
2024
|