%0 Journal Article
%T Real-Time Sequential Convex Programming for Optimal Control Applications
%A Tran Dinh Quoc
%A Carlo Savorgnan
%A Moritz Diehl
%J Mathematics
%D 2011
%I arXiv
%X 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.
%U http://arxiv.org/abs/1105.3427v1