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Difficulties in running the simulation with Horizon (T_f) and Number of Discretization Grids of the Horizon (N) big. #40

@zamb0

Description

@zamb0

I'm trying to simulate a system which requires horizon $T_f \approx 10s$
Once it runs, the simulation outputs this error:

output.log

I tried to enlarge this #define

#define EIGEN_STACK_ALLOCATION_LIMIT 131072 1073741824

and with this modification the error gone but basically all simulation that requires $T_f \ge 5$ and $N \ge 200$ are extremely difficult to tune. The simulation at some point, for no apparent reason, outputs nan.

I also considered to use optuna but from what i saw $N$ is not tunable in the python interface.

Any suggestion? Is there a recommended ratio between $T_f$ and $N$?

Thanks in advance

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