External Constraint Handling for Solving Optimal Control Problems with Simultaneous Approaches and Interior Point Methods

Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by systematically removing the inactive and redundant constraints. The...

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Bibliographic Details
Published in:arXiv.org 2019-06
Main Authors: Nie, Yuanbo, Kerrigan, Eric C
Format: Article
Language:English
Subjects:
Grid refinement (mathematics)
Optimal control
Queuing theory
Solvers
Online Access:Get full text
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Summary:Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by systematically removing the inactive and redundant constraints. The method is designed to be used together with simultaneous approaches under a mesh refinement framework, with mild assumptions that the original problem has feasible solutions, and the initial solve of the problem is successful. The method is tailored for interior point-based solvers, which are known to be very sensitive to the choice of initial points in terms of feasibility. In the example problem shown, the proposed scheme achieves more than a 40% reduction in computation time.
ISSN:2331-8422
DOI:10.48550/arxiv.1902.11043