W-methods in optimal control |
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Authors: | J Lang J G Verwer |
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Institution: | 1. Department of Mathematics, Center of Smart Interfaces, Graduate School of Computational Engineering, Technische Universit?t Darmstadt, Dolivostra?e 15, 64293, Darmstadt, Germany 2. Center for Mathematics and Computer Science, P.O. Box 94079, 1090 GB, Amsterdam, The Netherlands
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Abstract: | This paper addresses consistency and stability of W-methods up to order three for nonlinear ODE-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 PDE-constrained optimization, since they offer an efficient way to compute gradients of the discrete objective function. |
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