Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems

DOI10.1016/j.cam.2020.113133zbMath1447.49043arXiv1912.07028OpenAlexW3048081146MaRDI QIDQ2199787

Jason Frank, Xin Liu

Publication date: 14 September 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07028

zbMATH Keywords

nonlinear optimal controlsymplectic integratorsPontryagin maximum principlenonlinear iterations

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods of relaxation type (49M20) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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Uses Software

• RODAS
• Anderson

Cites Work

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• Symplectic integration of boundary value problems
• Symplectic Runge--Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More
• Anderson Acceleration for Fixed-Point Iterations
• Solving Ordinary Differential Equations I
• Discrete mechanics and variational integrators
• Data Assimilation for Linear Parabolic Equations: Minimax Projection Method
• Probabilistic Theory of Mean Field Games with Applications I
• Geometric Numerical Integration

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