Continuous and Discrete Composite Adjoints for the Hessian of the Lagrangian in Shooting Algorithms for Dynamic Optimization
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/080714518
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1. Solution of dynamic optimization problems by successive quadratic programming and orthogonal collocation
2. SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis and real-time control
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