Symmetric Hessian propagation for lifted collocation integrators in direct optimal control

doi:10.1109/ACC.2016.7525065

	Symmetric Hessian propagation for lifted collocation integrators in direct optimal control
	Quirynen, Rien 1,3; Houska, Boris2 ; Diehl, Moritz 3
	2016
会议录名称	2016 AMERICAN CONTROL CONFERENCE (ACC)
ISSN	2378-5861
卷号	2016-July
页码	1117-1123
发表状态	已发表
DOI	10.1109/ACC.2016.7525065
摘要	Direct optimal control first discretizes the continuous time Optimal Control Problem (OCP) and then solves the resulting Nonlinear Program (NLP). Implicit integration schemes are used for the numerical simulation of stiff or implicitly defined dynamics. The propagation of sensitivities is often computationally demanding, especially when second order derivatives are needed for numerical optimization. This paper presents a tailored extension of the symmetric Hessian propagation technique to implicit integrators and proposes a novel exact Hessian based lifting approach, which combines advantages from direct collocation and multiple shooting. The algorithm takes Sequential Quadratic Programming (SQP) steps which are equivalent to those for direct collocation, while preserving many of the properties of a multiple shooting method such as its parallelizability. The proposed algorithm is implemented in the open-source ACADO code generation software. Its efficiency is illustrated on a benchmark case study from the field of time-optimal control.
关键词	Optimal control Sensitivity Optimization Open source software Numerical simulation Software algorithms
出版地	345 E 47TH ST, NEW YORK, NY 10017 USA
会议地点	Boston, MA
会议日期	6-8 July 2016
URL	查看原文
收录类别	CPCI ; EI
语种	英语
资助项目	ShanghaiTech University[F-0203-14-012]
WOS研究方向	Automation & Control Systems
WOS类目	Automation & Control Systems
WOS记录号	WOS:000388376101027
出版者	IEEE
EI入藏号	20164302948868
WOS关键词	MODEL-PREDICTIVE CONTROL ; OPTIMIZATION
原始文献类型	Proceedings Paper
来源库	IEEE
引用统计	正在获取...
文献类型	会议论文
条目标识符	https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/2019
专题	信息科学与技术学院_PI研究组_Boris Houska组
通讯作者	Quirynen, Rien
作者单位	1.KU Leuven Univ, Dept ESAT STADIUS, Kasteelpk Arenberg 10, B-3001 Leuven, Belgium 2.ShanghaiTech Univ, Sch Informat Sci & Technol, 319 Yueyang Rd, Shanghai 200031, Peoples R China 3.Univ Freiburg, Dept IMTEK, Georges Koehler Allee 102, D-79110 Freiburg, Germany
推荐引用方式 GB/T 7714	Quirynen, Rien,Houska, Boris,Diehl, Moritz. Symmetric Hessian propagation for lifted collocation integrators in direct optimal control[C]. 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE,2016:1117-1123.