Automatic differentiation and spectral projected gradient methods for optimal control problems

被引：26

作者：

Birgin, EG

Evtushenko, YG

机构：

[1] Univ Estadual Campinas, IMECC, Dept Appl Math, BR-13081970 Campinas, SP, Brazil

[2] Russian Acad Sci, Ctr Comp, Moscow 117967, Russia

来源：

OPTIMIZATION METHODS & SOFTWARE | 1998年 / 10卷 / 02期

基金：

巴西圣保罗研究基金会; 俄罗斯基础研究基金会;

关键词：

automatic differentiation; spectral projected gradient; nonmonotone line search; optimal control problem; software for optimal control problems; Runge-Kutta integration methods;

D O I：

10.1080/10556789808805707

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Automatic differentiation and nonmonotone spectral projected gradient techniques are used for solving optimal control problems. The original problem is reduced to a nonlinear programming one using general Runge-Kutta integration formulas. Canonical formulas which use a fast automatic differentiation strategy are given to compute derivatives of the objective function. On the basis of this approach, codes for solving optimal control problems are developed and some numerical results are presented.

引用

页码：125 / 146

页数：22

共 35 条

[1] COMPUTING LARGE SPARSE JACOBIAN MATRICES USING AUTOMATIC DIFFERENTIATION [J].