Symplectic Runge--Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More

DOI10.1137/151002769zbMath1339.65243arXiv1503.04021OpenAlexW2137254413MaRDI QIDQ2808265

Jesús María Sanz-Serna

Publication date: 20 May 2016

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04021

zbMATH Keywords

optimal controlLagrange multipliersHamiltonian systemsautomatic differentiationRunge-Kutta methodsvariational equationssymplectic integrationconstrained controlsLagrangian mechanicsadjoint equationspartitioned Runge-Kutta methodsdifferential-algebraic problemssymplectic Runge-Kuttacomputation of sensitivitiesreflected and transposed Runge-Kutta schemes

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for differential-algebraic equations (65L80) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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