# A Non-Interior-Point Continuation Method for the Optimal Control Problem with Equilibrium Constraints

arXiv: https://arxiv.org/abs/2210.10336 · HTML: https://mlsanity.com/paper/2210.10336/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 19 Oct 2022.

## Built on by (most cited first, 1 of 1)

- [ODYN: An All-Shifted Non-Interior-Point Method for Quadratic Programming in Robotics and AI](https://mlsanity.com/paper/2602.16005/) (2026)

## Abstract (arXiv)

In this study, we focus on the numerical solution method for the optimal control problem with equilibrium constraints (OCPEC).It is extremely challenging to solve OCPEC owing to the absence of constraint regularity and strictly feasible interior points. To solve OCPEC efficiently, we first relax the discretized OCPEC to recover the constraint regularity and then map its Karush--Kuhn--Tucker (KKT) conditions into a perturbed system of equations. Subsequently, we propose a novel two-stage solution method, called the non-interior-point continuation method, to solve the perturbed system. In the first stage, a non-interior-point method, which solves the perturbed system using the Newton method and globalizes convergence using a dedicated merit function, is employed. In the second stage, a predictor-corrector continuation method is utilized to track the solution trajectory as a function of the perturbed parameter, starting at the solution obtained in the first stage. The proposed method regularizes the KKT matrix and does not enforce iterates to remain in the feasible interior, which mitigates the numerical difficulties of solving OCPEC. Convergence properties are analyzed under certain assumptions. Numerical experiments demonstrate that the proposed method can accurately track the solution trajectory while demanding significantly less computation time compared to the interior-point method.