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math.OC2024
A Generalization of the Riccati Recursion for Equality-Constrained Linear Quadratic Optimal Control
Lander Vanroye, Joris De Schutter, Wilm Decré
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursio…
math.OC2024
Fast Generation of Feasible Trajectories in Direct Optimal Control
David Kiessling, Katrin Baumgärtner, Jonathan Frey +3
This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to a…