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Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time

  • Moritz Diehl
  • H. Georg Bock
  • Johannes P. Schlöder
Part of the Applied Optimization book series (APOP, volume 82)

Abstract

An efficient numerical method for the real-time solution of optimal control problems in optimal feedback control is presented, which is based on the direct multiple shooting method, and the contractivity of this real-time iteration scheme is proven.

The robustness and excellent real-time performance of the method is tested in a numerical experiment, the control of an unstable system, namely an airborne kite that is flying loops.

Keywords

Direct Multiple Shooting Newton-Type Optimal Feedback Control Ordinary Differential Equations Real-Time Optimization 

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Copyright information

© Kluwer Academic Publishers B.V. 2003

Authors and Affiliations

  • Moritz Diehl
    • 1
  • H. Georg Bock
    • 1
  • Johannes P. Schlöder
    • 1
  1. 1.Interdisciplinary Center for Scientific Computing (IWR)University of HeidelbergHeidelbergGermany

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