Generalized Fast Automatic Differentiation Technique

被引：10

作者：

Evtushenko, Yu. G. ^{[1
]}

Zubov, V. I. ^{[1
,2
]}

机构：

[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Fed Res Ctr Comp Sci & Control, Moscow 119333, Russia

[2] State Univ, Moscow Inst Phys & Technol, Dolgoprudnyi 141700, Moscow Oblast, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2016年 / 56卷 / 11期

基金：

俄罗斯科学基金会;

关键词：

optimal control; gradient; approximation of boundary value problem; heat equation; adjoint equations; fast automatic differentiation; METAL SOLIDIFICATION; FUNCTIONAL GRADIENT; FORMULATION;

D O I：

10.1134/S0965542516110075

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1819 / 1833

页数：15

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