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Generalized fast automatic differentiation technique. (English. Russian original) Zbl 1361.65042
Comput. Math. Math. Phys. 56, No. 11, 1819-1833 (2016); translation from Zh. Vychisl. Mat. Mat. Fiz. 56, No. 11, 1847-1862 (2016).
Summary: A new efficient technique intended for the numerical solution of a broad class of optimal control problems for complicated dynamical systems described by ordinary and/or partial differential equations is investigated. In this approach, canonical formulas are derived to precisely calculate the objective function gradient for a chosen finite-dimensional approximation of the objective functional.

MSC:
65K10 Numerical optimization and variational techniques
49J15 Existence theories for optimal control problems involving ordinary differential equations
49J20 Existence theories for optimal control problems involving partial differential equations
65D25 Numerical differentiation
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