A comparative study of sensitivity computations in ESDIRK-based optimal control problems

DOI10.1016/J.EJCON.2024.101064MaRDI QIDQ6652230zbMATH OpenFDO

Authors Anders Hilmar Damm Christensen, John Bagterp Jørgensen

Publication date 12 December 2024

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJCON.2024.101064

zbMATH Keywords

ESDIRK methodsintegrator sensitivity computationsinternal numerical differentiationNewton-type iterationsnumerical comparisonoptimal control problems

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Newton-type methods (49M15) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• Adjoint-based algorithms and numerical methods for sensitivity generation and optimization of large scale dynamic systems.
• Control Strategies for the Iterative Solution of Nonlinear Equations in ODE Solvers
• Efficient sensitivity analysis of large-scale differential-algebraic systems
• New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Singly diagonally implicit Runge-Kutta methods with an explicit first stage
• Starting algorithms for a class of RK methods for index-2 DAEs
• Starting algorithms for some DIRK methods

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