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On the efficiency of solving optimal control problems by means of fast automatic differentiation technique

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Abstract

An efficient method is introduced for solving the problems of optimal control of thermal processes with phase transitions. The following statement is formulated and proved: the time of computing the components of the gradient of the objective function by means of the proposed method does not exceed the time of computing two values of the function.

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Authors and Affiliations

  1. Computing Center of the Russian Academy of Sciences, Moscow, 119333, Russia

    A. F. Albu & V. I. Zubov

Authors
  1. A. F. Albu
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  2. V. I. Zubov
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Corresponding author

Correspondence to A. F. Albu.

Additional information

Original Russian Text © A.F. Albu, V.I. Zubov, 2015, published in Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2015, Vol. 21, No. 4.

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Albu, A.F., Zubov, V.I. On the efficiency of solving optimal control problems by means of fast automatic differentiation technique. Proc. Steklov Inst. Math. 295 (Suppl 1), 1–10 (2016). https://doi.org/10.1134/S0081543816090017

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  • DOI: https://doi.org/10.1134/S0081543816090017

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