6533b830fe1ef96bd1296778
RESEARCH PRODUCT
Continuous optimal control sensitivity analysis with AD
Joseph NoaillesJean-baptiste Caillausubject
[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]0209 industrial biotechnology021103 operations researchDiscretizationAutomatic differentiation0211 other engineering and technologiesFinite difference[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]02 engineering and technologyOptimal control020901 industrial engineering & automationOrder conditionControl theoryRiccati equationSensitivity (control systems)[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]ComputingMilieux_MISCELLANEOUSMathematicsParametric statisticsdescription
In order to apply a parametric method to a minimum time control problem in celestial mechanics, a sensitivity analysis is performed. The analysis is continuous in the sense that it is done in the infinite dimensional control setting. The resulting sufficient second order condition is evaluated by means of automatic differentiation, while the associated sensitivity derivative is computed by continuous reverse differentiation. The numerical results are given for several examples of orbit transfer, also illustrating the advantages of automatic differentiation over finite differences for the computation of gradients on the discretized problem.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2000-01-01 |