Automatic solution of optimal-control problems. I. Simplest problem in the calculus of variations

DOI10.1016/0096-3003(84)90034-1MaRDI QIDQ760176zbMATH OpenOpenAlexFDO

Authors R. E. Kalaba, Karl Spingarn

Publication date 1984

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(84)90034-1

zbMATH Keywords

Newton-Raphson algorithmcalculus of variationsautomatic calculation of derivativesEuler-Lagrange boundary-value problemstable method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Newton-type methods (49M15) Numerical differentiation (65D25)

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Cites work

• scientific article; zbMATH DE number 48198 (Why is no real title available?)
• scientific article; zbMATH DE number 3206496 (Why is no real title available?)
• scientific article; zbMATH DE number 3225686 (Why is no real title available?)
• A simple automatic derivative evaluation program
• Control, identification, and input optimization
• Wengert's numerical method for partial derivatives, orbit determination and quasilinearization

Cited in

(3)

• Automatic solution of optimal-control problems. IV. Gradient method
• On a modification of the method of local variations
• A Discrete calculus of variations algorithm

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