• Corpus ID: 245131043

Structure-Exploiting Newton-Type Method for Optimal Control of Switched Systems

@article{Katayama2021StructureExploitingNM,
  title={Structure-Exploiting Newton-Type Method for Optimal Control of Switched Systems},
  author={Sotaro Katayama and Toshiyuki Ohtsuka},
  journal={ArXiv},
  year={2021},
  volume={abs/2112.07232}
}
This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and formulate a nonlinear program (NLP), which guarantees the local convergence of a Newton-type method. A dedicated structure-exploiting algorithm (Riccati recursion) is proposed to perform a Newton-type method for the NLP efficiently because its sparsity structure… 
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