Real-Time Sequential Convex Programming for Optimal Control Applications

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.

10 pages, 3 figures, HPSC2009 conference paper