Abstract
We present Newton-Krylov methods for efficient numerical solution of optimal control problems arising in model predictive control, where the optimal control is discontinuous. As in our earlier work, preconditioned GMRES practically results in an optimal $O(N)$ complexity, where $N$ is a discrete horizon length. Effects of a warm-start, shifting along the predictive horizon, are numerically investigated. The~method is tested on a classical double integrator example of a minimum-time problem with a known bang-bang optimal control.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
