Adjoints for time-dependent optimal control

Jan Riehme, Andrea Walther, Jörg Stiller, Uwe Naumann

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    1 Citation (Scopus)

    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.

    Original languageEnglish
    Title of host publicationAdvances in Automatic Differentiation
    PublisherSpringer Nature
    Pages175-185
    Number of pages11
    ISBN (Electronic)978-3-540-68942-3
    ISBN (Print)978-3-540-68935-5
    DOIs
    Publication statusPublished - 20 Oct 2008
    Event5th International Conference on Automatic Differentiation - Bonn, United Kingdom
    Duration: 11 Aug 200815 Aug 2008

    Publication series

    NameLecture Notes in Computational Science and Engineering
    Volume64 LNCSE
    ISSN (Print)1439-7358

    Conference

    Conference5th International Conference on Automatic Differentiation
    Country/TerritoryUnited Kingdom
    CityBonn
    Period11/08/0815/08/08

    Keywords

    • AD-enabled NAGWare Fortran compiler
    • Adjoints
    • Checkpointing
    • Optimal control
    • Revolve

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