Automatic differentiation of explicit Runge-Kutta methods for optimal control

DOI10.1007/s10589-006-0397-3zbMath1278.49037OpenAlexW2070389042MaRDI QIDQ885825

Andrea Walther

Publication date: 14 June 2007

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

Full work available at URL: https://doi.org/10.1007/s10589-006-0397-3

zbMATH Keywords

Optimal controlAutomatic differentiationAdjoint equationSensitivity equation

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Discrete approximations in optimal control (49M25)

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Uses Software

• ADOL-C
• revolve
• DIRCOL
• SOCS
• BNDSCO

Cites Work

• Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
• 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
• Algorithm 755: ADOL-C
• Computation of exact gradients in distributed dynamic systems
• Algorithm 799: revolve
• Adjoint gradients compared to gradients from algorithmic differentiation in instantaneous control of the Navier-Stokes equations
• Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
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