Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control

DOI10.1007/s00211-005-0661-yzbMath1112.65063OpenAlexW2135320821MaRDI QIDQ2491138

Julien Laurent-Varin, Joseph Frédéric Bonnans

Publication date: 26 May 2006

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

Full work available at URL: https://hal.inria.fr/inria-00070605/file/RR-5398.pdf

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)

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Cites Work

• 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
• Solving Ordinary Differential Equations I
• Survey of Numerical Methods for Trajectory Optimization
• Sympletic Runge--Kutta Shemes I: Order Conditions
• On Order Conditions for Partitioned Symplectic Methods
• Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
• The Euler approximation in state constrained optimal control
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