Efficient symmetric Hessian propagation for direct optimal control

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• 作者：Rien Quirynen^a ; ^c ; ^{rien.quirynen@esat.kuleuven.be} ; Boris Houska^b ; Moritz Diehl^c
• 关键词：Optimal control ; Sensitivity analysis ; Algorithms and software ; Nonlinear predictive control
• 刊名：Journal of Process Control
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：50
• 期：Complete
• 页码：19-28
• 全文大小：757 K
• 卷排序：50

文摘

A symmetric Hessian propagation is proposed for explicit or implicit dynamics. The approach is presented for discrete- and continuous-time problems. A three-sweep propagation scheme can reduce the memory requirements. An open-source implementation is presented as part of the ACADO Toolkit.