W-methods in optimal control
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Cites work
- A New Active Set Algorithm for Box Constrained Optimization
- A new technique for inconsistent QP problems in the SQP method
- A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems
- Algorithm 851
- An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
- An SQP method for general nonlinear programs using only equality constrained subproblems
- Automatic differentiation of explicit Runge-Kutta methods for optimal control
- Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
- Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
- Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
- scientific article; zbMATH DE number 107583 (Why is no real title available?)
- scientific article; zbMATH DE number 1067590 (Why is no real title available?)
- scientific article; zbMATH DE number 3354103 (Why is no real title available?)
- On Order Conditions for Partitioned Symplectic Methods
- On the Properties of Runge-Kutta Discrete Adjoints
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Runge-Kutta Schemes in Control Constrained Optimal Control
- Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
- Some aspects of reachability for parabolic boundary control problems with control constraints
- Some general implicit processes for the numerical solution of differential equations
- W-Methods with Automatic Partitioning by Krylov Techniques for Large Stiff Systems
Cited in
(17)- PDE-W-methods for parabolic problems with mixed derivatives
- Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems
- Discrete adjoint implicit peer methods in optimal control
- AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
- Stability and consistency of discrete adjoint implicit peer methods
- Peer methods in optimal control
- AMF-type W-methods for parabolic problems with mixed derivatives
- Solving parameter estimation problems with discrete adjoint exponential integrators
- Asymptotic preserving time-discretization of optimal control problems for the Goldstein-Taylor model
- Rosenbrock-Wanner methods: construction and mission
- W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms
- AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models
- Explicit Stabilized Integrators for Stiff Optimal Control Problems
- Implicit Runge-Kutta schemes for optimal control problems with evolution equations
- Implicit peer triplets in gradient-based solution algorithms for ODE constrained optimal control
- Stability theory of TASE-Runge-Kutta methods with inexact Jacobian
- Relaxation and asymptotic expansion of controlled stiff differential equations
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