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Real-Time Sequential Convex Programming for Optimal Control Applications (1105.3427v1)
Published 17 May 2011 in math.OC and cs.SY
Abstract: This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a byproduct, a new proof of the local convergence of sequential convex programming. The approach is illustrated by an example where RTSCP is applied to nonlinear model predictive control.