M. Heinkenschloss et Ln. Vicente, An interface between optimization and application for the numerical solution of optimal control problems, ACM T MATH, 25(2), 1999, pp. 157-190
An interface between the application problem and the nonlinear optimization
algorithm is proposed for the numerical solution of distributed optimal co
ntrol problems. By using this interface, numerical optimization algorithms
can be designed to take advantage of inherent problem features like the spl
itting of the variables into states and controls and the scaling inherited
from the functional scalar products. Further, the interface allows the opti
mization algorithm to make efficient use of user-provided function evaluati
ons and derivative calculations.