Solving Reachability Problems by a Scalable Constrained Optimization   Method
  In this paper we consider the problem of finding an evolution of a dynamical system that originates and terminates in given sets of states. However, if such an evolution exists then it is usually not unique. We investigate this problem and find a scalable approach for solving it. To this end we formulate an equality constrained nonlinear program that addresses the non-uniqueness of the solution of the original problem. In addition, the resulting saddle-point matrix is sparse. We exploit the structure in order to reach an efficient implementation of our method. In computational experiments we compare line search and trust-region methods as well as various updates for the Hessian. 
Jan Kuratko, Stefan Ratschan
math.OC