Imperial College London
Portrait Picture

ProfessorEricKerrigan

Faculty of Engineering, Department of Electrical and Electronic Engineering

Professor of Control and Optimization
 
 
 
//

Contact

 

+44 (0)20 7594 6343e.kerrigan Website

 
 
//

Assistant

 

Mrs Raluca Reynolds +44 (0)20 7594 6281

 
//

Location

 

1114Electrical EngineeringSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@inproceedings{Neuenhofen:2021:10.1109/CDC42340.2020.9303897,
author = {Neuenhofen, MP and Kerrigan, E},
doi = {10.1109/CDC42340.2020.9303897},
pages = {4822--4827},
publisher = {IEEE},
title = {A direct method for solving integral penalty transcriptions of optimal control problems},
url = {http://dx.doi.org/10.1109/CDC42340.2020.9303897},
year = {2021}
}
Download

RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the direct transcription of equality constrained optimal control problems. The Augmented Lagrangian Method (ALM) has a number of advantages over the Quadratic Penalty Method (QPM) for solving this class of problems. However, if the equality constraints of the discretization are inconsistent, then ALM might not converge to a point that minimizes the unconstrained bias of the objective and penalty term. Therefore, in this paper we explore a modification of ALM that fits our purpose. Numerical experiments demonstrate that the modified ALM can minimize certain quadratic penalty-augmented functions faster than QPM, whereas the unmodified ALM converges to a minimizer of a significantly different problem.
AU  - Neuenhofen,MP
AU  - Kerrigan,E
DO  - 10.1109/CDC42340.2020.9303897
EP  - 4827
PB  - IEEE
PY  - 2021///
SP  - 4822
TI  - A direct method for solving integral penalty transcriptions of optimal control problems
UR  - http://dx.doi.org/10.1109/CDC42340.2020.9303897
UR  - http://hdl.handle.net/10044/1/83169
ER  -
Download