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Numerische Mathematik

, Volume 124, Issue 2, pp 337–360 | Cite as

W-methods in optimal control

  • J. LangEmail author
  • J. G. Verwer
Article

Abstract

This paper addresses consistency and stability of W-methods up to order three for nonlinear ODE-constrained control problems with possible restrictions on the control. The analysis is based on the transformed adjoint system and the control uniqueness property. These methods can also be applied to large-scale PDE-constrained optimization, since they offer an efficient way to compute gradients of the discrete objective function.

Mathematics Subject Classification (2000)

Primary 34H05 49J15 65L05 65L06 

Notes

Acknowledgments

J. Lang gratefully acknowledge the support of the DFG Priority Program 1253 entitled Optimization with Partial Differential Equations. We also want to thank Peter Spellucci for making his code DONLP2 available to us and for assisting us to find suitable coefficients for our ROS3WO method. I thank Jan for his long-time warm friendship and inspiring scientific collaboration. He will be greatly missed.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.Department of Mathematics, Center of Smart Interfaces, Graduate School of Computational EngineeringTechnische Universität DarmstadtDarmstadtGermany
  2. 2.Center for Mathematics and Computer ScienceAmsterdamThe Netherlands

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