Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
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Publication:852147
DOI10.1023/B:JOTA.0000041731.71309.F1zbMath1130.49308MaRDI QIDQ852147
Andrea Walther, Roland Griesse
Publication date: 27 November 2006
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)
Related Items (9)
Unnamed Item ⋮ Adjoint concepts for the optimal control of Burgers equation ⋮ Automatic differentiation of explicit Runge-Kutta methods for optimal control ⋮ A sweeping gradient method for ordinary differential equations with events ⋮ Effect of time stepping strategy on adjoint-based production optimization ⋮ A balanced truncation-based strategy for optimal control of evolution problems ⋮ A back propagation through time-like min-max optimal control algorithm for nonlinear systems ⋮ Coupling quadrature and continuous Runge–Kutta methods for optimal control problems ⋮ Implicit Taylor methods for parabolic problems with nonsmooth data and applications to optimal heat control
Uses Software
Cites Work
- SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Automatic differentiation of numerical integration algorithms
- Algorithm 799: revolve
- Numerical Experience with a Class of Algorithms for Nonlinear Optimization Using Inexact Function and Gradient Information
- Parametric sensitivities for optimal control problems using automatic differentiation
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