Symmetric algorithmic differentiation based exact Hessian SQP method and software for Economic MPC

Rien Quirynen, Boris Houska, Mattia Vallerio, Dries Telen, Filip Logist, Jan F. M. Van Impe, Moritz Diehl. Symmetric algorithmic differentiation based exact Hessian SQP method and software for Economic MPC. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 2752-2757, IEEE, 2014. [doi]

Abstract

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