Adjoint estimation from a direct multiple shooting method

DOI10.1023/A:1022650928786MaRDI QIDQ1367802zbMATH OpenOpenAlexFDO

Authors Bernhard Rupp

Publication date 9 July 1998

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022650928786

zbMATH Keywords

direct methodsoptimal control problemsparametric optimal controladjoint variablesindirect methodsmultiple shooting methods

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods based on necessary conditions (49M05)

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Cites work

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• scientific article; zbMATH DE number 825581 (Why is no real title available?)
• scientific article; zbMATH DE number 915502 (Why is no real title available?)
• Additional necessary conditions for optimal control with state-variable inequality constraints
• Control parametrization: a unified approach to optimal control problems with general constraints
• Direct and indirect methods for trajectory optimization
• Discrete approximations to optimal trajectories using direct transcription and nonlinear programming
• Finite difference scheme for automatic costate calculation
• New necessary conditions of optimality for control problems with state- variable inequality constraints
• Periodic control for minimum-fuel aircraft trajectories

Cited in

(7)

• Numerical solution of optimal control of atherosclerosis using direct and indirect methods with shooting/collocation approach
• Staged construction of adjoints for constrained optimization of integro-differential boundary-value problems
• Adjoint variable solutions via an auxiliary optimization problem
• Convergence rates for direct transcription of optimal control problems using collocation at Radau points
• Adjoint estimation using direct transcription multipliers: compressed trapezoidal method
• Optimal control and applications to aerospace: some results and challenges
• Costate estimation for dynamic systems of the second order

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