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Proceedings of the 2010 American Control Conference
An active-set method is proposed for solving Linear Quadratic Optimal control problems subject to general linear inequality path constraints including mixed state-control and state-only constraints. The proposed algorithm uses a Riccati based approach to efficiently solve the equality constrained optimal control subproblems generated during the procedure and it is illustrated with two numerical examples. C(n) ∈ R p n ×N x , D(n) ∈ R p n ×N u , and r(n) ∈ R p n (5) G(n) ∈ R q n ×N x , and h(n) ∈doi:10.1109/acc.2010.5530453 fatcat:vh646kzkjzdw3iseeeebhj7qgm