Automatic differentiation and spectral projected gradient methods for optimal control problems

DOI10.1080/10556789808805707MaRDI QIDQ4946699zbMATH OpenOpenAlexFDO

Authors E. G. Birgin, Yu. G. Evtushenko

Publication date 4 June 2000

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556789808805707

zbMATH Keywords

automatic differentiationnonmonotone line searchnumerical resultsoptimal control problemRunge-Kutta integration methodsspectral projected gradient

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods based on nonlinear programming (49M37) Numerical differentiation (65D25) Numerical optimization and variational techniques (65K10)

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(23)

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• Minimization subproblems and heuristics for an applied clustering problem
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• On the asymptotic behaviour of some new gradient methods
• Spectral gradient projection method for solving nonlinear monotone equations
• Spectral gradient methods for linearly constrained optimization
• Automatic differentiation for reduced sequential quadratic programming
• The spectral gradient method for unconstrained optimal control problems
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• A family of quasi-Newton methods for unconstrained optimization problems
• Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems
• Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm
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• Parametric sensitivities for optimal control problems using automatic differentiation
• Fast automatic differentiation as applied to the computation of second derivatives of composite functions
• Fast automatic differentiation technique and control of thermal dynamical systems
• Hybrid spectral gradient method for the unconstrained minimization problem
• Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
• Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
• Automatic differentiation of explicit Runge-Kutta methods for optimal control

Describes a project that uses

Uses Software

• MINPACK-2

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