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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2016, Volume 56, Number 11, Pages 1847–1862
DOI: https://doi.org/10.7868/S0044466916110077 (Mi zvmmf10486) 		 
This article is cited in 16 scientific papers (total in 16 papers)

Generalized fast automatic differentiation technique

Yu. G. Evtushenkoa, V. I. Zubovba

a Dorodnicyn Computing Center, Federal Research Center "Computer Science and Control", Russian Academy of Sciences, Moscow, Russia
b Moscow Institute of Physics and Technology (State University), Dolgoprudnyi, Moscow oblast, Russia
Full-text PDF (485 kB) Citations (16)
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DOI: https://doi.org/10.7868/S0044466916110077
Abstract: A new efficient technique intended for the numerical solution of a broad class of optimal control problems for complicated dynamical systems described by ordinary and/or partial differential equations is investigated. In this approach, canonical formulas are derived to precisely calculate the objective function gradient for a chosen finite-dimensional approximation of the objective functional.
Key words: optimal control, gradient, approximation of boundary value problem, heat equation, adjoint equations, fast automatic differentiation.
Funding agency Grant number
Russian Science Foundation 14-11-00782
Received: 19.02.2016
English version:
Computational Mathematics and Mathematical Physics, 2016, Volume 56, Issue 11, Pages 1819–1833
DOI: https://doi.org/10.1134/S0965542516110075
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: Yu. G. Evtushenko, V. I. Zubov, “Generalized fast automatic differentiation technique”, Zh. Vychisl. Mat. Mat. Fiz., 56:11 (2016), 1847–1862; Comput. Math. Math. Phys., 56:11 (2016), 1819–1833
Citation in format AMSBIB
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    • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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