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math.OC2022★ 2 cited
Gauss-Newton meets PANOC: A fast and globally convergent algorithm for nonlinear optimal control
Pieter Pas, Andreas Themelis, Panagiotis Patrinos
PANOC is an algorithm for nonconvex optimization that has recently gained popularity in real-time control applications due to its fast, global convergence. The present work propose…
math.OC2022★ 2 cited
Anderson Accelerated Feasible Sequential Linear Programming
David Kiessling, Pieter Pas, Alejandro Astudillo +2
This paper proposes an accelerated version of Feasible Sequential Linear Programming (FSLP): the AA()-FSLP algorithm. FSLP preserves feasibility in all intermediate iterates by…