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arXiv · 1105.3427

Real-Time Sequential Convex Programming for Optimal Control Applications

Tran Dinh Quoc·Carlo Savorgnan·Moritz Diehl
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Abstract

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a byproduct, a new proof of the local convergence of sequential convex programming. The approach is illustrated by an example where RTSCP is applied to nonlinear model predictive control.

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Tran Dinh Quoc, Carlo Savorgnan, Moritz Diehl. 2011-05-17. Real-Time Sequential Convex Programming for Optimal Control Applications. https://arxiv.org/abs/1105.3427

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