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Finite‐difference gradients versus error‐quadrature gradients in the solution of parameterized optimal control problems
Author(s) -
Kraft D.
Publication year - 1981
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660020207
Subject(s) - parameterized complexity , quadrature (astronomy) , optimal control , mathematics , metric (unit) , control variable , lagrangian , mathematical optimization , finite difference , variable (mathematics) , mathematical analysis , algorithm , physics , operations management , statistics , economics , optics
Two non‐linear programming algorithms based on the Lagrangian function are compared with respect to their computational efficiency for solving parameterized optimal control problems. If the most efficient, constrained variable metric method together with forward‐difference gradients is used, the formulation and implementation of the adjoint variables can be avoided. This is especially convenient in the design phase of large complex systems.