Publication: Optimal Control Sensitivity Analysis with AD
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Optimal Control Sensitivity Analysis with AD

- incollection -
 

Author(s)
Jean-Baptiste Caillau , Joseph Noailles

Published in
Automatic Differentiation of Algorithms: From Simulation to Optimization

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{
         Caillau2002OCS,
       author = "Jean-Baptiste Caillau and Joseph Noailles",
       editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
         Hasco{\"e}t and Uwe Naumann",
       title = "Optimal Control Sensitivity Analysis with {AD}",
       booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
       series = "Computer and Information Science",
       pages = "109-115",
       publisher = "Springer",
       address = "New York, NY",
       crossref = "Corliss2002ADo",
       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.",
       year = "2002",
       chapter = "11"
}


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