Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation

DOI10.1023/B:JOTA.0000041731.71309.f1zbMath1130.49308MaRDI QIDQ852147

Andrea Walther, Roland Griesse

Publication date: 27 November 2006

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal controlautomatic differentiationadjoint equation

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

Related Items

Unnamed Item ⋮ Adjoint concepts for the optimal control of Burgers equation ⋮ Automatic differentiation of explicit Runge-Kutta methods for optimal control ⋮ A sweeping gradient method for ordinary differential equations with events ⋮ Effect of time stepping strategy on adjoint-based production optimization ⋮ A balanced truncation-based strategy for optimal control of evolution problems ⋮ A back propagation through time-like min-max optimal control algorithm for nonlinear systems ⋮ Coupling quadrature and continuous Runge–Kutta methods for optimal control problems ⋮ Implicit Taylor methods for parabolic problems with nonsmooth data and applications to optimal heat control

Uses Software

• revolve
• SNOPT
• DIRCOL
• NPSOL
• SOCS
• BNDSCO
• Odyssee
• SnadiOpt

Cites Work

• SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Automatic differentiation of numerical integration algorithms
• Algorithm 799: revolve
• Numerical Experience with a Class of Algorithms for Nonlinear Optimization Using Inexact Function and Gradient Information
• Parametric sensitivities for optimal control problems using automatic differentiation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item