Publication: Adjoints for Time-Dependent Optimal Control
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Adjoints for Time-Dependent Optimal Control

- incollection -
 

Area
Optimal Control

Author(s)
Jan Riehme , Andrea Walther , Jörg Stiller , Uwe Naumann

Published in
Advances in Automatic Differentiation

Editor(s)
Christian H. Bischof, H. Martin Bücker, Paul D. Hovland, Uwe Naumann, J. Utke

Year
2008

Publisher
Springer

Abstract
The use of discrete adjoints in the context of a hard time-dependent optimal control problem is considered. Gradients required for the steepest descent method are computed by code that is generated automatically by the differentiation-enabled NAGWare Fortran compiler. Single time steps are taped using an overloading approach. The entire evolution is reversed based on an efficient checkpointing schedule that is computed by revolve. The feasibility of nonlinear optimization based on discrete adjoints is supported by our numerical results.

Cross-References
Bischof2008AiA

AD Tools
NAGWare Fortran 95

BibTeX
@INCOLLECTION{
         Riehme2008AfT,
       author = "Jan Riehme and Andrea Walther and J{\"o}rg Stiller and Uwe Naumann",
       title = "Adjoints for Time-Dependent Optimal Control",
       doi = "10.1007/978-3-540-68942-3_16",
       abstract = "The use of discrete adjoints in the context of a hard time-dependent optimal
         control problem is considered. Gradients required for the steepest descent method are computed by
         code that is generated automatically by the differentiation-enabled NAGWare Fortran compiler. Single
         time steps are taped using an overloading approach. The entire evolution is reversed based on an
         efficient checkpointing schedule that is computed by revolve. The feasibility of nonlinear
         optimization based on discrete adjoints is supported by our numerical results.",
       crossref = "Bischof2008AiA",
       pages = "175--185",
       booktitle = "Advances in Automatic Differentiation",
       publisher = "Springer",
       editor = "Christian H. Bischof and H. Martin B{\"u}cker and Paul D. Hovland and Uwe
         Naumann and J. Utke",
       isbn = "978-3-540-68935-5",
       issn = "1439-7358",
       year = "2008",
       ad_area = "Optimal Control",
       ad_tools = "NAGWare Fortran 95"
}


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