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W-methods in optimal control. (English) Zbl 1269.65063
Summary: This paper addresses the consistency and stability of W-methods up to order three for nonlinear ordinary differential equation-constrained control problems with possible restrictions on the control. The analysis is based on the transformed adjoint system and the control uniqueness property. These methods can also be applied to large-scale partial differential equation-constrained optimization, since they offer an efficient way to compute gradients of the discrete objective function.

MSC:
65K10 Numerical optimization and variational techniques
49J15 Existence theories for optimal control problems involving ordinary differential equations
49M25 Discrete approximations in optimal control
Software:
DONLP2; CG_DESCENT; RODAS
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