Solving Underdetermined Boundary Value Problems By Sequential Quadratic Programming
Abstract
Ordinary differential equations that model technical systems often contain states, that are considered dangerous for the system. A trajectory that reaches such a state usually indicates a flaw in the design. In this paper, we present and study the properties of an algorithm for finding such trajectories. That is, for a given ordinary differential equation, the algorithm finds a trajectory that originates in one set of states and reaches another one. The algorithm is based on sequential quadratic programming applied to a regularized optimization problem obtained by multiple shooting.
- Publication:
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arXiv e-prints
- Pub Date:
- December 2015
- DOI:
- 10.48550/arXiv.1512.09078
- arXiv:
- arXiv:1512.09078
- Bibcode:
- 2015arXiv151209078K
- Keywords:
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- Mathematics - Optimization and Control