Implicit integration with adjoint sensitivity propagation for optimal control problems involving differential-algebraic equations

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Implicit integration with adjoint sensitivity propagation for optimal control problems involving differential-algebraic equations

For the solution of optimal control problem involving an index-1 differential-algebraic equation, an efficient function evaluation algorithm is proposed in this paper. In the evaluation procedure, the state equation is propagated forwards, then, adjoint sensitivity is propagated backwards. Thus, it...

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Bibliographic Details
Main Authors:	Jiang, C., Xie, K., Guo, Z., Teo, Kok Lay
Format:	Conference Paper
Published:	2017
Online Access:	http://hdl.handle.net/20.500.11937/59275

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