DMCA
Copyright information to be inserted by the Publishers AUTOMATIC DIFFERENTIATION AND SPECTRAL PROJECTED GRADIENT METHODS FOR OPTIMAL CONTROL PROBLEMS (1998)
BibTeX
@MISC{Birgin98copyrightinformation,
author = {Ernesto G. Birgin and Yuri G. Evtushenko},
title = {Copyright information to be inserted by the Publishers AUTOMATIC DIFFERENTIATION AND SPECTRAL PROJECTED GRADIENT METHODS FOR OPTIMAL CONTROL PROBLEMS},
year = {1998}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
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. KEY WORDS: automatic differentiation, spectral projected gradient, nonmonotone line search, optimal control problem, software for optimal control problems, Runge-Kutta
