activity
20152022
most citedDynamic Optimization with Convergence Guarantees

9 citations · 17 across the 20 of their papers we have counts for

collaborators
Showing math.OCShow all

6 papers · 1 filter

math.OC2022★ 1 cited

Quadratic Integral Penalty Methods for Numerical Trajectory Optimization

Martin Peter Neuenhofen

This thesis presents new mathematical algorithms for the numerical solution of a mathematical problem class called \emph{dynamic optimization problems}. These are mathematical opti…

math.OC2020

Solving Problems with Inconsistent Constraints with a Modified Augmented Lagrangian Method

Martin Neuenhofen, Eric Kerrigan

We present a numerical method for the minimization of constrained optimization problems where the objective is augmented with large quadratic penalties of inconsistent equality con…

math.OC2020

A Direct Method for Solving Integral Penalty Transcriptions of Optimal Control Problems

Martin P. Neuenhofen, Eric C. Kerrigan

We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objecti…

math.OC2020

An Integral Penalty-Barrier Direct Transcription Method for Optimal Control

Martin P. Neuenhofen, Eric C. Kerrigan

Some direct transcription methods can fail to converge, e.g. when there are singular arcs. We recently introduced a convergent direct transcription method for optimal control probl…

math.OC2018★ 9 cited

Dynamic Optimization with Convergence Guarantees

Martin P. Neuenhofen, Eric C. Kerrigan

We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical me…

math.OC2017

Stable interior-point method for convex quadratic programming with strict error bounds

Martin Neuenhofen, Stefania Bellavia

We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be…