<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control"^^ . "Quadratic programs (QP) with an indefinite Hessian matrix arise naturally in some direct optimal control methods, e.g., as subproblems in a sequential quadratic programming scheme. Typically, the Hessian is approximated with a positive definite matrix to ensure having a unique solution; such a procedure is called regularization. We present a novel regularization method tailored for QPs with optimal control structure. Our approach exhibits three main advantages. First, when the QP satisfies a second order sufficient condition for optimality, the primal solution of the original and the regularized problem are equal. In addition, the algorithm recovers the dual solution in a convenient way. Second, and more importantly, the regularized Hessian bears the same sparsity structure as the original one. This allows for the use of efficient structure-exploiting QP solvers. As a third advantage, the regularization can be performed with a computational complexity that scales linearly in the length of the control horizon. We showcase the properties of our regularization algorithm on a numerical example for nonlinear optimal control. The results are compared to other sparsity preserving regularization methods.\r\n\r\n\r\nRead More: https://epubs.siam.org/doi/10.1137/16M1081543"^^ . "2017" . . "27" . "3" . . "Society for Industrial and Applied Mathematics"^^ . . . "SIAM Journal on Optimization"^^ . . . "10526234" . . . . . . . . . . . . . . . . "Robin"^^ . "Verschueren"^^ . "Robin Verschueren"^^ . . "Mario"^^ . "Zanon"^^ . "Mario Zanon"^^ . . "Rien"^^ . "Quirynen"^^ . "Rien Quirynen"^^ . . "Moritz"^^ . "Diehl"^^ . "Moritz Diehl"^^ . . . . . "HTML Summary of #4008 \n\nA Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control\n\n" . "text/html" . . . "T Technology (General)"@en . .