Journal article
A constraint homotopy active set solver for linear-quadratic optimal control
- Abstract:
-
An efficient optimization method is proposed for linear- quadratic optimal control problems with state and control constraints. We describe an active set solver that uses Riccati recursions to solve a sequence of equality-constrained subproblems. The main contribution is a homotopy method based on relaxing inequality constraints. This overcomes known shortcomings of Riccati active set solvers relating to their initialisation and their application to problems with time-varying model data. It c...
Expand abstract
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Access Document
- Files:
-
-
(Preview, Accepted manuscript, pdf, 246.1KB, Terms of use)
-
- Publisher copy:
- 10.1109/tac.2024.3400356
Authors
Bibliographic Details
- Publisher:
- IEEE
- Journal:
- IEEE Transactions on Automatic Control More from this journal
- Publication date:
- 2024-05-13
- Acceptance date:
- 2024-01-01
- DOI:
- EISSN:
-
1558-2523
- ISSN:
-
0018-9286
Item Description
- Language:
-
English
- Keywords:
- Pubs id:
-
1996505
- Local pid:
-
pubs:1996505
- Deposit date:
-
2024-05-15
Terms of use
- Copyright holder:
- IEEE
- Copyright date:
- 2024
- Rights statement:
- © Copyright 2024 IEEE - All rights reserved.
- Notes:
- This is the accepted manuscript version of the article. The final version is available online from IEEE at https://dx.doi.org/10.1109/tac.2024.3400356
Metrics
If you are the owner of this record, you can report an update to it here: Report update to this record