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Continuous Optimal Control Sensitivity Analysis with AD-
incollection
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Author(s)
Jean-Baptiste Caillau
, Joseph Noailles
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Published in Automatic Differentiation of Algorithms: From Simulation to Optimization
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Editor(s) George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, Uwe Naumann |
Year 2002 |
Publisher Springer |
Abstract In order to apply a parametric method to a minimum time control problem in celestial mechanics, a sensitivity analysis is performed. The analysis is continuous in the sense that it is done in the infinite dimensional control setting. The resulting sufficient second order condition is evaluated by means of automatic differentiation, while the associated sensitivity derivative is computed by continuous reverse differentiation. The numerical results are given for several examples of orbit transfer, also illustrating the advantages of automatic differentiation over finite differences for the computation of gradients on the discretized problem. |
Cross-References Corliss2002ADo |
BibTeX
@INCOLLECTION{
Caillau2002COC,
author = "Jean-Baptiste Caillau and Joseph Noailles",
title = "Continuous Optimal Control Sensitivity Analysis with {AD}",
pages = "109-115",
chapter = "11",
crossref = "Corliss2002ADo",
booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
year = "2002",
}
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