Wilm Decré

Exploiting Micro-Structure in the Generalized Riccati Recursion for Optimal Control

Optimal Control Problems (OCPs) have been applied to a variety of applications. Such problems are often transcribed into a Nonlinear Program (NLP) for which solution methods typically solve a Linear Quadratic (LQ) subproblem. To efficiently solve this LQ subproblem, the Riccati recursion exploits the block-diagonal str...