Parametric sensitivities for optimal control problems using automatic differentiation

DOI10.1002/OCA.733MaRDI QIDQ5695579zbMATH OpenOpenAlexFDO

Authors Andrea Walther, Roland Herzog

Publication date 13 October 2005

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.733

zbMATH Keywords

automatic differentiationoptimal controlparametric sensitivity

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Sensitivity (robustness) (93B35) Control/observation systems governed by ordinary differential equations (93C15)

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Cited in

(15)

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• scientific article; zbMATH DE number 140013 (Why is no real title available?)
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• Automatic Differentiation in Robust Optimization
• On Efficient Solutions to the Continuous Sensitivity Equation Using Automatic Differentiation
• scientific article; zbMATH DE number 749950 (Why is no real title available?)
• Hyper-differential sensitivity analysis for inverse problems constrained by partial differential equations
• Sensitivity of optimal shapes of artificial grafts with respect to flow parameters
• Flexible differentiable optimization via model transformations
• AC++ implementation of the discrete adjoint sensitivity analysis method for explicit adaptive Runge-Kutta methods enabled by automatic adjoint differentiation and SIMD vectorization
• Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
• Parametric sensitivity analysis of perturbed PDE optimal control problems with state and control constraints

Describes a project that uses

Uses Software

• ADOL-C
• DIRCOL
• NPSOL
• SOCS

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