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...

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Autors principals: Buerger, J, Cannon, M
Format: Journal article
Idioma:English
Publicat: IEEE 2024