W-methods in optimal control

DOI10.1007/s00211-013-0516-xzbMath1269.65063OpenAlexW2117842679MaRDI QIDQ1955640

Jens Lang, Jan G. Verwer

Publication date: 17 June 2013

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-013-0516-x

zbMATH Keywords

stabilityconsistencynumerical examplescontrol problemsW-methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

Related Items (13)

PDE-W-methods for parabolic problems with mixed derivatives ⋮ Discrete adjoint implicit peer methods in optimal control ⋮ Implicit Runge-Kutta schemes for optimal control problems with evolution equations ⋮ AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model ⋮ AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models ⋮ Stability and consistency of discrete adjoint implicit peer methods ⋮ Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems ⋮ AMF-type W-methods for Parabolic Problems with Mixed Derivatives ⋮ Solving parameter estimation problems with discrete adjoint exponential integrators ⋮ Asymptotic preserving time‐discretization of optimal control problems for the Goldstein–Taylor model ⋮ Explicit Stabilized Integrators for Stiff Optimal Control Problems ⋮ Rosenbrock-Wanner Methods: Construction and Mission ⋮ W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms

Uses Software

• RODAS
• DONLP2
• CG_DESCENT

Cites Work

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• Some aspects of reachability for parabolic boundary control problems with control constraints
• Automatic differentiation of explicit Runge-Kutta methods for optimal control
• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• An SQP method for general nonlinear programs using only equality constrained subproblems
• A new technique for inconsistent QP problems in the SQP method
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
• A New Active Set Algorithm for Box Constrained Optimization
• Algorithm 851
• Runge-Kutta Schemes in Control Constrained Optimal Control
• Some general implicit processes for the numerical solution of differential equations
• An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
• A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems
• W-Methods with Automatic Partitioning by Krylov Techniques for Large Stiff Systems
• On Order Conditions for Partitioned Symplectic Methods
• Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
• Solving Ordinary Differential Equations II
• On the Properties of Runge-Kutta Discrete Adjoints

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