Computational Issues in Sparse and Dense Formulations of Integrated Guidance and Control with Constraints

An integrated guidance and control problem under state constraints is considered for terminal homing of missile engagement. The problem is formulated as a moderate-size convex optimization problem, which can be efficiently solved via existing techniques such as interior point methods or alternating direction method of multipliers. Two different formulations are presented, and their computation time is investigated. We address computational issues that arise in implementing the optimization solvers on-board, and discuss several problem-specific hands-on techniques that help reducing the computational complexity and accelerating the convergence of the optimization algorithms.