Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm
نویسندگان
چکیده
منابع مشابه
Cheap Newton Steps for Optimal Control Problems: Automatic Diierentiation and Pantoja's Algorithm
In this paper we discuss Pantoja's construction of the Newton direction for discrete time optimal control problems. We show that Automatic Diierentiation techniques can be used to calculate the Newton direction accurately, without requiring extensive rewriting of user code, and at a surprisingly low computational cost: for an N-step problem with p control variables and q state variables at each...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 1999
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556789908805736