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structure.txt
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structure.txt
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Block 1: Tobi
Other
Convexity
LICQ
Linear Stability Analysis
Lipshitz
Armijo condition (line search)
Local Contraction
Active Set
MPC
Newton - root finding
Newton type methods
KKT
Lagrangian
SOSC -> KKT invertible -> solution stable against perturbation
Reduced Hessian
Optimization Strategies
QP -> Sparsity exploitation
SQP
IPM
Dynamic Programming
Robust DP and Stochastic DP exists
“Curse of dimensionality”
Linear Quadratic Programming
Bellman Equation
LQR
Hamilton-Jacobi-Bellman
Block 2: Paul
Optimization Methods (cont. time examples)
Sequential - Direct Single Shooting
Simultaneous - Direct Multiple Shooting
Simultaneous - Direct Collocation
Indirect Approaches (213)
Block 3: Mara
AD
FWD
BWD
(Imaginary Trick)
Integrators
Explicit
Implicit - relation to stiff systems
Collocation
choice of collocation times
Parametric Optimal Control
Newton-Corrector
Tangential predictor