BibTeX
@INCOLLECTION{
Ozyurt2005AoT,
title = "Application of Targeted Automatic Differentiation to Large-Scale Dynamic
Optimization",
editor = "H. M. B{\"u}cker and G. Corliss and P. Hovland and U. Naumann and B.
Norris",
booktitle = "Automatic Differentiation: {A}pplications, Theory, and Implementations",
series = "Lecture Notes in Computational Science and Engineering",
publisher = "Springer",
year = "2005",
author = "Derya B. {\"O}zyurt and Paul I. Barton",
abstract = "A targeted AD approach is presented to calculate directional second order
derivatives of ODE/DAE embedded functionals accurately and efficiently. This advance enables us to
tackle the solution of large scale dynamic optimization problems using a truncated-Newton method
where the Newton equation is solved approximately to update the direction for the next optimization
step. The proposed directional second order adjoint method (dSOA) provides accurate Hessian-vector
products for this algorithm. The implementation of the ``dSOA powered'' truncated-Newton
method for the solution of large scale dynamic optimization problems is showcased with an example.",
crossref = "Bucker2005ADA",
ad_area = "Differential-Algebraic Equation, Dynamic Optimization",
ad_tools = "TAMC",
pages = "235--247",
doi = "10.1007/3-540-28438-9_21"
}
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