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:

arXiv eprints
 Pub Date:
 December 2015
 arXiv:
 arXiv:1512.09078
 Bibcode:
 2015arXiv151209078K
 Keywords:

 Mathematics  Optimization and Control