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AD 2000 - From Simulation to Optimization
June 19-23, 2000
INRIA Sophia Antipolis
Sophia Antipolis, France

Organizers
George Corliss, Christele Faure, Andre Galligo, Andreas Griewank, Laurent Hascoet, Uwe Naumann

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Using AD in the numerical solution of constrained OCP via Parametrisation and Discretization schemes.
by
Marta Lourdes Baguer
University of Havana

Using AD in the numerical solution of constrained optimal control problems (OCP) via Parametrisation and Discretization Schemes.

Using AD in the numerical solution of constrained optimal control problems (OCP) via Parametrisation and Discretization Schemes.

Marta Lourdes Baguer

30 December, 1999

Abstract

A constrained OCP with ODE's and DAE's is solved numerically via Parametrisation and Discretizations schemes. By the Parametrisation the control functions are approximated by simple ones.The system of ordinary differential equations or DAE's of index 1 is properly discretized by multistep methods. The nonlinear programming which arises is solved using SQP methods.The Jacobi matrices that arises when computing the "discretized gradient" (Baguer, Roemisch) are obtained by ADIFOR. The adjoint variables are obtained the so called ïnduced discretization" (Baguer, Roemisch)Some ideas related with the Checkpointing procedure (Griewank, Walter) are applied in the discretization of the system of differential equations.

http://homepages.feis.herts.ac.uk/~comqun/AD2000/Ext_Abstracts/baguer.ps

Date received: December 30, 1999

Copyright © 1999 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cads-38.