Automatic differentiation and spectral projected gradient methods for optimal control problems

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 1998-01-01 DOI:10.1080/10556789808805707

Ernesto G. Birgina, Yuri G. Evtusenko

引用次数: 32

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.

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最优控制问题的自动微分和谱投影梯度方法

自动微分和非单调谱投影梯度技术用于解决最优控制问题。利用一般龙格-库塔积分公式，将原问题简化为非线性规划问题。给出了使用快速自动微分策略计算目标函数导数的标准公式。在此基础上，开发了求解最优控制问题的代码，并给出了一些数值结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.