An Interface Between Optimization and Application
for the Numerical Solution of Optimal Control Problems
M. Heinkenschloss
Department of Computational and Applied Mathematics
Rice University
L. N. Vicente
Department of Mathematics
University of Coimbra, Portugal
ACM Transactions on Mathematical Software, Vol. 25 (1999), pp. 157-190
Abstract
An interface between the application problem and the nonlinear optimization
algorithm is proposed for the numerical solution of distributed optimal
control problems.
By using this interface, numerical optimization algorithms can be designed
to take advantage of inherent problem features like the splitting of the
variables into states and controls and the scaling inherited from the
functional scalar products.
Further, the interface allows the optimization algorithm to make efficient use
of user provided function evaluations and derivative calculations.
Keywords
Optimization, simulation, optimal control
AMS subject classifications
49M37, 90C06, 90C30