Topic
Direct multiple shooting method
About: Direct multiple shooting method is a research topic. Over the lifetime, 81 publications have been published within this topic receiving 13537 citations.
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TL;DR: A comprehensive description of the primal-dual interior-point algorithm with a filter line-search method for nonlinear programming is provided, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix.
Abstract: We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Heuristics are also considered that allow faster performance. This method has been implemented in the IPOPT code, which we demonstrate in a detailed numerical study based on 954 problems from the CUTEr test set. An evaluation is made of several line-search options, and a comparison is provided with two state-of-the-art interior-point codes for nonlinear programming.
7,966 citations
2,491 citations
TL;DR: A condensing algorithm for the solution of the approximating linearly constrained quadratic subproblems, and high rank update procedures are introduced, which are especially suited for optimal control problems and lead to significant improvements of the convergence behaviour and reductions of computing time and storage requirements.
1,326 citations
TL;DR: In this paper, the authors present a model predictive control (NMPC) for a high-purity distillation column subject to parameter disturbances, which is based on the direct multiple-shooting (DMS) method.
647 citations
TL;DR: A tailored simultaneous solution strategy based on multiple shooting and reduced SQP is presented, which allows an efficient and robust solution of multistage optimal control and design optimization problems for large, sparse DAE process models of index one.
414 citations