Generalized fast automatic differentiation technique


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Resumo

A new efficient technique intended for the numerical solution of a broad class of optimal control problems for complicated dynamical systems described by ordinary and/or partial differential equations is investigated. In this approach, canonical formulas are derived to precisely calculate the objective function gradient for a chosen finite-dimensional approximation of the objective functional.

Sobre autores

Yu. Evtushenko

Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”

Email: zubov@ccas.ru
Rússia, Moscow, 119333

V. Zubov

Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”; Moscow Institute of Physics and Technology (State University)

Autor responsável pela correspondência
Email: zubov@ccas.ru
Rússia, Moscow, 119333; Dolgoprudnyi, Moscow oblast, 141700

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Declaração de direitos autorais © Pleiades Publishing, Ltd., 2016