An accelerator for packages solving discrete-time optimal control problems

Hoam Chung, Elijah Polak, Shankar Sastry

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

3 Citations (Scopus)


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 languageEnglish
Title of host publicationProceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
Edition1 PART 1
Publication statusPublished - 1 Dec 2008
EventInternational Federation of Automatic Control World Congress 2008 - Convention and Exhibition Center, Seoul, Korea, Republic of (South)
Duration: 6 Jul 200811 Jul 2008
Conference number: 17th


ConferenceInternational Federation of Automatic Control World Congress 2008
Abbreviated titleIFAC 2008
Country/TerritoryKorea, Republic of (South)
Internet address


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

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