## SQP Methods And Their Application To Numerical Optimal Control (1997)

Citations: | 19 - 0 self |

### BibTeX

@MISC{Barclay97sqpmethods,

author = {Alex Barclay and Philip E. Gill and J. Ben Rosen},

title = {SQP Methods And Their Application To Numerical Optimal Control},

year = {1997}

}

### OpenURL

### Abstract

. In recent years, general-purpose sequential quadratic programming (SQP) methods have been developed that can reliably solve constrained optimization problems with many hundreds of variables and constraints. These methods require remarkably few evaluations of the problem functions and can be shown to converge to a solution under very mild conditions on the problem. Some practical and theoretical aspects of applying general-purpose SQP methods to optimal control problems are discussed, including the influence of the problem discretization and the zero/nonzero structure of the problem derivatives. We conclude with some recent approaches that tailor the SQP method to the control problem. Key words. large-scale optimization, sequential quadratic programming (SQP) methods, optimal control problems, multiple shooting methods, single shooting methods, collocation methods AMS subject classifications. 49J20, 49J15, 49M37, 49D37, 65F05, 65K05, 90C30 1. Introduction. Recently there has been c...