Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm

DOI10.1080/10556789908805736zbMath0947.65070OpenAlexW2025248079MaRDI QIDQ4704694

Bruce Christiansson

Publication date: 13 February 2000

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2299/4342

zbMATH Keywords

automatic differentiationNewton methodPantoja's algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Existence theories for free problems in two or more independent variables (49J10)

Related Items

Automatic differentiation of algorithms

Uses Software

• ADIFOR

Cites Work

• Unnamed Item
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• Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis
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• Automatic differentiation of large sparse systems
• Differential dynamic programming and Newton's method
• Automatic Hessians by reverse accumulation
• Reverse aumulation and imploicit functions
• Logical Reversibility of Computation