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

DOI10.1016/j.ejcon.2024.101064MaRDI QIDQ6652230

Anders Hilmar Damm Christensen, John Bagterp Jørgensen

Publication date: 12 December 2024

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

zbMATH Keywords

Newton-type iterationsoptimal control problemsnumerical comparisoninternal numerical differentiationESDIRK methodsintegrator sensitivity computations

Mathematics Subject Classification ID

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

Cites Work

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

This page was built for publication: A comparative study of sensitivity computations in ESDIRK-based optimal control problems