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

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High Performance Algorithms and Software for Nonlinear Optimization

Part of the book series: Applied Optimization ((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.

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Diehl, M., Bock, H.G., Schlöder, J.P. (2003). Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time. In: Di Pillo, G., Murli, A. (eds) High Performance Algorithms and Software for Nonlinear Optimization. Applied Optimization, vol 82. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0241-4_8

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  • DOI: https://doi.org/10.1007/978-1-4613-0241-4_8

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7956-0

  • Online ISBN: 978-1-4613-0241-4

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