Optimization Techniques for Tree-Structured Nonlinear Problems

Hübner J, Schmidt M, Steinbach MC (2017)


Publication Language: English

Publication Type: Other publication type

Publication year: 2017

URI: http://www.optimization-online.org/DB_HTML/2017/02/5845.html

Abstract

Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by interior-point methods with specialized KKT solvers for tree-structured optimization problems. The same type of KKT solvers could be used in active-set based SQP methods. The viability of our approach is demonstrated by two robust control problems.

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How to cite

APA:

Hübner, J., Schmidt, M., & Steinbach, M.C. (2017). Optimization Techniques for Tree-Structured Nonlinear Problems.

MLA:

Hübner, Jens, Martin Schmidt, and Marc C. Steinbach. Optimization Techniques for Tree-Structured Nonlinear Problems. 2017.

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