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arXiv · 1512.09078

Solving Underdetermined Boundary Value Problems By Sequential Quadratic Programming

Jan Kuratko·Stefan Ratschan
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Abstract

Ordinary differential equations that model technical systems often contain states, that are considered dangerous for the system. A trajectory that reaches such a state usually indicates a flaw in the design. In this paper, we present and study the properties of an algorithm for finding such trajectories. That is, for a given ordinary differential equation, the algorithm finds a trajectory that originates in one set of states and reaches another one. The algorithm is based on sequential quadratic programming applied to a regularized optimization problem obtained by multiple shooting.

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Jan Kuratko, Stefan Ratschan. 2016-10-04. Solving Underdetermined Boundary Value Problems By Sequential Quadratic Programming. https://arxiv.org/abs/1512.09078

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