Parametric sensitivities for optimal control problems using automatic differentiation

DOI10.1002/oca.733zbMath1073.93518OpenAlexW2071724326MaRDI QIDQ5695579

Andrea Walther, Roland Griesse

Publication date: 13 October 2005

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

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

zbMATH Keywords

optimal controlautomatic differentiationparametric sensitivity

Mathematics Subject Classification ID

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

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Uses Software

• ADOL-C
• DIRCOL
• NPSOL
• SOCS

Cites Work

• Parametric sensitivity analysis in optimal control of a reaction-diffusion system – part II: practical methods and examples
• Numerical Optimization
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