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Zh. Vychisl. Mat. Mat. Fiz., 2016, Volume 56, Number 11, Pages 1847–1862 (Mi zvmmf10486)  

This article is cited in 3 scientific papers (total in 3 papers)

Generalized fast automatic differentiation technique

Yu. G. Evtushenkoa, V. I. Zubovba

a Dorodnicyn Computing Center, Federal Research Center "Computer Science and Control", Russian Academy of Sciences, Moscow, Russia
b Moscow Institute of Physics and Technology (State University), Dolgoprudnyi, Moscow oblast, Russia

Abstract: A new efficient technique intended for the numerical solution of a broad class of optimal control problems for complicated dynamical systems described by ordinary and/or partial differential equations is investigated. In this approach, canonical formulas are derived to precisely calculate the objective function gradient for a chosen finite-dimensional approximation of the objective functional.

Key words: optimal control, gradient, approximation of boundary value problem, heat equation, adjoint equations, fast automatic differentiation.

Funding Agency Grant Number
Russian Science Foundation 14-11-00782


DOI: https://doi.org/10.7868/S0044466916110077

Full text: PDF file (485 kB)
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English version:
Computational Mathematics and Mathematical Physics, 2016, 56:11, 1819–1833

Bibliographic databases:

UDC: 519.626
Received: 19.02.2016

Citation: Yu. G. Evtushenko, V. I. Zubov, “Generalized fast automatic differentiation technique”, Zh. Vychisl. Mat. Mat. Fiz., 56:11 (2016), 1847–1862; Comput. Math. Math. Phys., 56:11 (2016), 1819–1833

Citation in format AMSBIB
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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. M. Posypkin, A. Usov, “Implementation and verification of global optimization benchmark problems”, Open Eng., 7:1 (2017), 470–478  crossref  isi
    2. A. F. Albu, V. I. Zubov, “Identification of thermal conductivity coefficient using a given temperature field”, Comput. Math. Math. Phys., 58:10 (2018), 1585–1599  mathnet  crossref  crossref  isi  elib
    3. V. I. Zubov, A. F. Albu, “Identification of the thermal conductivity coefficient using a given surface heat flux”, Comput. Math. Math. Phys., 58:12 (2018), 2031–2042  mathnet  crossref  crossref  isi  elib
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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