"The Direct Transcription Method for Optimal Control"
John Betts
Abstract:
Part 1: Nonlinear Programming (Feb 8, 9-12)
An overview of the methods for solving a finite dimensional
optimization problem with constraints will be presented. A brief review of
fundamentals suitable for small problems will be given. Then a description of
what changes when the problem becomes "large" and the underlying
matrices are "sparse". Details of a large sparse sequential quadratic
programming (SQP) method and a large sparse primal-dual interior point
(barrier) algorithm will then be presented.
slides
Part 2: Optimal Control (Feb 9, 9-12)
Abstract: Methods for "transcription" or
conversion of a problem formulated in terms of differential and/or
differential-algebraic equations will be described. A brief review of methods
for numerical solution of dynamic systems, will be followed by a discussion of
the optimal control problem. Various alternatives for discretization will be
described, as well as a technique for mesh refinement. Extensions of the
paradigm to parameter estimation or "inverse problems" will also be
covered.
slides