Recursive KKT solution for discretized ODE control problems

Marc Steinbach

Institut für angewandte Mathematik, Universität Hannover

Friday, May 10, 2019, 10:00

Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany

We present the not-so-recent recursive KKT solution algorithm MSKKT that exploits block-level sparsity in multiple shooting and collocation discretizations of optimization problems with ODE constraints and discuss its integration in IPM and SQP algorithms.
Then we report on first experience with a specific control problem where MSKKT replaces MA27 within CasADi and discuss possible future developments.