Real-Time Sequential Convex Programming for Optimal Control Applications

Conference paper

Abstract

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a byproduct, a new proof of the local convergence of sequential convex programming. The approach is illustrated by an example where RTSCP is applied to nonlinear model predictive control.

Keywords

Model Predictive Control Sequential Quadratic Programming Interior Point Method Nonlinear Model Predictive Control Model Predictive Control Algorithm 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Tran Dinh Quoc
    • 1
  • Carlo Savorgnan
    • 1
  • Moritz Diehl
    • 1
  1. 1.Department of Electrical Engineering (ESAT-SCD) and Optimization in Engineering Center (OPTEC)K.U. LeuvenLeuvenBelgium

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