## Abstract

We present an accelerator scheme for use with existing packages that solve nonlinear programming problems with a large number of inequality constraints that arise in the process of discretizing continuous-time optimal control problems with state-space constraints. This scheme is based on the concept of outer approximations used in semi-infinite programming and acts as an external, active constraints set strategy. Our scheme constructs a finite sequence of inequality constrained nonlinear programming problems, containing a progressively larger subset of the constraints in the original problem, and submits these problems to a nonlinear programming solver for a fixed number of iterations. We prove that this scheme computes a solution of the original problem and show, by means of numerical experiments, that it results in reductions in computing time ranging from a factor of 6 to a factor of over 400.

Original language | English |
---|---|

Title of host publication | Proceedings of the 17th World Congress, International Federation of Automatic Control, IFAC |

Volume | 17 |

Edition | 1 PART 1 |

DOIs | |

Publication status | Published - 1 Dec 2008 |

Event | International Federation of Automatic Control World Congress 2008 - Convention and Exhibition Center, Seoul, Korea, Republic of (South) Duration: 6 Jul 2008 → 11 Jul 2008 Conference number: 17th https://web.archive.org/web/20080609024600/http://www.ifac2008.org/ |

### Conference

Conference | International Federation of Automatic Control World Congress 2008 |
---|---|

Abbreviated title | IFAC 2008 |

Country/Territory | Korea, Republic of (South) |

City | Seoul |

Period | 6/07/08 → 11/07/08 |

Internet address |

## Keywords

- Algorithms and software
- Control of constrained systems
- Control problems under conflict and/or uncertainties