Implementation of C/GMRES[1] algorithm for semi-active damping system in [2]. Both single-shooting and multiple-shooting versions are available.
[1] T. Ohtsuka, A Continuation/GMRES Method for Fast Computation of Nonlinear Receding Horizon Control, Automatica, Vol. 40, No. 4, pp. 563-574, 2004.
[2] T. Ohtsuka, M. Hamamatsu, M. Nagatsuka, T. Kawabe, M. Mukai, M. A. S. Kamal, H. Nishira, M. Yamakita, J. Lee, T. Hashimoto, Practical Applications of Control by Real-Time Optimization, Corona Publishing, 2015.
[3] Y. Shimizu, T. Ohtsuka, M. Diehl, A realtime algorithm for nonlinear receding horizon control using multiple shooting and continuation/Krylov method, International Journal of Robust and Nonlinear Control, 19(8), 919-936, 2009.