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Currently, DynamicNLPModels.jl only takes an input of a single A or B matrix, but these can vary with time steps. Need to add support for handling a set of $N$A or B matrices (e.g., $A_i \forall i = 0, 1, ..., N-1$).
The text was updated successfully, but these errors were encountered:
not only A and B, we should allow everything to be time-varying Q,R,S,K. Also, we should consider linear offset terms and allow them to be time-varying. E.g., consider q,r,d satisfing
Actually, supporting time-varying q,r,d should not be too difficult, but supporting time-varying matrices can be non-trivial. Would be good to first start with time-varying vectors
dlcole3
changed the title
Add support for time-varying A and B matrices
Add support for time-varying A, B, Q, R, S, K, E, F matrices
Jul 21, 2022
Currently,$N$ $A_i \forall i = 0, 1, ..., N-1$ ).
DynamicNLPModels.jl
only takes an input of a singleA
orB
matrix, but these can vary with time steps. Need to add support for handling a set ofA
orB
matrices (e.g.,The text was updated successfully, but these errors were encountered: