Automatic differentiation of explicit Runge-Kutta methods for optimal control

DOI10.1007/S10589-006-0397-3MaRDI QIDQ885825zbMATH OpenOpenAlexFDO

Authors Andrea Walther

Publication date 14 June 2007

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-006-0397-3

zbMATH Keywords

Automatic differentiationOptimal controlAdjoint equationSensitivity equation

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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• SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
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Cited in

(34)

• Stability and consistency of discrete adjoint implicit peer methods
• Automatic differentiation and spectral projected gradient methods for optimal control problems
• A quantum computing based numerical method for solving mixed-integer optimal control problems
• Discrete adjoint implicit peer methods in optimal control
• A comparative study of sensitivity computations in ESDIRK-based optimal control problems
• AutoMat: automatic differentiation for generalized standard materials on GPUs
• From linear to nonlinear MPC: bridging the gap via the real-time iteration
• A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm
• Structure exploiting adjoints for finite element discretizations
• scientific article; zbMATH DE number 140013 (Why is no real title available?)
• Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes
• On properties of adjoint systems for evolutionary PDEs
• Space-time adaptive solution of inverse problems with the discrete adjoint method
• Discrete adjoint computations for relaxation Runge-Kutta methods
• A back propagation through time-like min-max optimal control algorithm for nonlinear systems
• Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control, and more
• Discretely exact derivatives for hyperbolic PDE-constrained optimization problems discretized by the discontinuous Galerkin method
• Generalization of partitioned Runge-Kutta methods for adjoint systems
• Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
• On the discrete adjoints of adaptive time stepping algorithms
• High order variational integrators in the optimal control of mechanical systems
• Adjoint formulation and constraint handling for gradient-based optimization of compositional reservoir flow
• Asymptotic preserving time-discretization of optimal control problems for the Goldstein-Taylor model
• A sequential computational approach to optimal control problems for differential-algebraic systems based on efficient implicit Runge-Kutta integration
• W-methods in optimal control
• A numerical algorithm for constrained optimal control problems
• Extreme event quantification in dynamical systems with random components
• Approximation of weak adjoints by reverse automatic differentiation of BDF methods
• Convergence of the forward-backward sweep method in optimal control
• Generalized fast automatic differentiation technique
• JAX, M.D. A framework for differentiable physics*
• scientific article; zbMATH DE number 6982909 (Why is no real title available?)
• Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems
• Explicit Stabilized Integrators for Stiff Optimal Control Problems

Describes a project that uses

Uses Software

• ADOL-C
• revolve
• DIRCOL
• SOCS
• BNDSCO

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