Computation of derivatives for structure preserving optimal control using automatic differentiation
Computation of derivatives for structure preserving optimal control using automatic differentiation
复制标题
使用自动微分计算导数以保持结构最优控制
DOI：
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发表时间：
2010
期刊：
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通讯作者：
A. Walther
中科院分区：
文献类型：
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作者：
S. Ober;A. Walther
在这项工作中，我们结合了一种新的方法，离散力学和最优控制(DMOC)，和成熟的自动微分程序ADOL-C。DMOC是基于力学系统的变分结构的离散化，导致结构(辛动量)保持时间步进方程。离散化的方程为有限维的非线性优化问题提供了等式约束。为了解决这个问题，使用了标准的非线性优化技术，如序列二次规划(SQP)。为了确保这些技术的稳健性，目标函数和约束的导数的计算是非常重要的。为了提高SQP方法的性能，引入了自动微分的概念。(2010Wiley-VCH Verlag GmbH&Co.KGaA，Weinheim)
In this work we combine a recently developed method, Discrete Mechanics and Optimal Control (DMOC), with the well established Automatic Differentiation package ADOL‐C. DMOC is based on the discretization of the variational structure of the mechanical system which leads to structure (symplectic‐momentum) preserving time‐stepping equations. The discretized equations provide equality constraints for the resulting finite dimensional nonlinear optimization problem. For the solution of this problem standard nonlinear optimization techniques like sequential quadratic programming (SQP) are used. To ensure robustness of these techniques the computation of derivatives of the objective function and the constraints is of great importance. The concept of Automatic Differentiation (AD) is used to improve the performance of the SQP method. (© 2010 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)