ICCOPT 2013 Talk, Room 1.7, Monday, July 29, 11:30-13:00

 Speaker: Janick Frasch, Center for Scientific Computing, Heidelberg University, Germany
 Title: A structure exploiting parallel strategy for the efficient solution of sparse quadratic programs arising in SQP-based nonlinear optimal control
 Co-authors: Sebastian Sager, Moritz Diehl

 Abstract:
Scientific Program

A large class of offline and online optimal control algorithms requires the solution of a sparse structured quadratic programming problems at each iteration. A variety of approaches has been proposed for this problem class, including first-order methods, interior-point algorithms, and condensing-based active-set algorithms. We propose a novel algorithm based on a hybrid active-set/Newton-type strategy that aims at combining sparsity exploitation features of an interior point method with warm-starting capabilities of an active-set method. Moreover, the proposed algorithm is parallelizable to a large extend. We address algorithmic details of this strategy and present the open-source implementation qpDUNES. The performance of the solver is evaluated on basis of several problems from the area of linear and nonlinear model-predictive control, showing significant performance improvements over existing software packages for this class of structured quadratic programming problems.


 Talk in: Organized Session Mon.A.17 Optimization of dynamic systems I
 Cluster: Applications of continuous optimization in science and engineering


 Go to: Mon.A
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage