Issues in the direct transcription of optimal control problems to sparse nonlinear programs
作者： John T. Betts
DOI: 10.1007/978-3-0348-8497-6_1
关键词: Mathematical optimization 、 Transcription (software) 、 Linear algebra 、 Nonlinear programming 、 Algorithmic efficiency 、 Hessian matrix 、 Optimal control 、 Nonlinear system 、 Algorithm 、 Mathematics 、 Discretization
摘要: Direct transcription of an optimal control problem into a sparse nonlinear programming requires analysis the interaction between discretization, sparsity, and algorithm efficiency. The relative merits various discretization techniques with regard to accuracy solution efficiency linear algebra program will be presented. Construction gradient Hessian information for described. Issues affecting strategy discussed.
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