An interface between optimization and application for the numerical solution of optimal control problems

Citation
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
Citations number
36
Categorie Soggetti
Computer Science & Engineering
Journal title
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
ISSN journal
00983500 → ACNP
Volume
25
Issue
2
Year of publication
1999
Pages
157 - 190
Database
ISI
SICI code
0098-3500(199906)25:2<157:AIBOAA>2.0.ZU;2-9
Abstract
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.